# forecast

##### Forecasting time series

`forecast`

is a generic function for forecasting from time series or time series models.
The function invokes particular *methods* which depend on the class of the first argument.

For example, the function `forecast.Arima`

makes forecasts based on the results produced by `arima`

.

The function `forecast.ts`

makes forecasts using `ets`

models (if the data are non-seasonal or the seasonal period is 12 or less) or `stlf`

(if the seasonal period is 13 or more).

- Keywords
- ts

##### Usage

```
forecast(object,...)
## S3 method for class 'ts':
forecast(object, h = ifelse(frequency(object) > 1, 2 * frequency(object), 10) ,
level=c(80,95), fan=FALSE, robust = FALSE, lambda = NULL, ...)
```

##### Arguments

- object
- a time series or time series model for which forecasts are required
- h
- Number of periods for forecasting
- level
- Confidence level for prediction intervals.
- fan
- If TRUE,
`level`

is set to`seq(50,99,by=1)`

. This is suitable for fan plots. - robust
- If TRUE, the function is robust to missing values and outliers in
`object`

. This argument is only valid when`object`

is of class`ts`

. - lambda
- Box-Cox transformation parameter.
- ...
- Additional arguments affecting the forecasts produced.
`forecast.ts`

passes these to`forecast.ets`

or`stlf`

depending on the frequency of the time

##### Value

- An object of class "
`forecast`

".The function

`summary`

is used to obtain and print a summary of the results, while the function`plot`

produces a plot of the forecasts and prediction intervals.The generic accessors functions

`fitted.values`

and`residuals`

extract various useful features of the value returned by`forecast$model`

.An object of class

`"forecast"`

is a list usually 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 `object`

itself or the time series used to create the model stored as`object`

).residuals Residuals from the fitted model. For models with additive errors, the residuals will be x minus the fitted values. fitted Fitted values (one-step forecasts)

##### See Also

Other functions which return objects of class `"forecast"`

are
`forecast.ets`

, `forecast.Arima`

, `forecast.HoltWinters`

, `forecast.StructTS`

,
`meanf`

, `rwf`

, `splinef`

, `thetaf`

, `croston`

, `ses`

, `holt`

,
`hw`

.

*Documentation reproduced from package forecast, version 5.3, License: GPL (>= 2)*