naive() returns forecasts and prediction intervals for an ARIMA(0,1,0) random walk model applied to x.
snaive() returns forecasts and prediction intervals from an ARIMA(0,0,0)(0,1,0)m model where m is the seasonal period.
naive(x, h=10, level=c(80,95), fan=FALSE, lambda=NULL) snaive(x, h=2*frequency(x), level=c(80,95), fan=FALSE, lambda=NULL)
- a numeric vector or time series
- Number of periods for forecasting
- Confidence levels for prediction intervals.
- If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots.
- Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.
These functions are simply convenient wrappers to
Arima with the appropriate arguments
to return naive and seasonal naive forecasts.
- An object of class "
forecast". The function
summaryis used to obtain and print a summary of the results, while the function
plotproduces a plot of the forecasts and prediction intervals. The generic accessor functions
residualsextract useful features of the value returned by
snaive. An object of class
"forecast"is a list containing at least the following elements:
model A list containing information about the fitted model method The name of the forecasting method as a character string mean Point forecasts as a time series lower Lower limits for prediction intervals upper Upper limits for prediction intervals level The confidence values associated with the prediction intervals x The original time series (either
objectitself or the time series used to create the model stored as
residuals Residuals from the fitted model. That is x minus fitted values. fitted Fitted values (one-step forecasts)