forecast.StructTS

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Forecasting using Structural Time Series models

Returns forecasts and other information for univariate structural time series models.

Keywords
ts
Usage
"forecast"(object, h=ifelse(object$coef["epsilon"] > 1e-10, 2*object$xtsp[3],10), level=c(80,95), fan=FALSE, lambda=NULL, biasadj=FALSE, ...)
Arguments
object
An object of class "StructTS". Usually the result of a call to StructTS.
h
Number of periods for forecasting
level
Confidence level for prediction intervals.
fan
If TRUE, level is set to seq(51,99,by=3). This is suitable for fan plots.
lambda
Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.
biasadj
Use adjusted back-transformed mean for Box-Cox transformations. If TRUE, point forecasts and fitted values are mean forecast. Otherwise, these points can be considered the median of the forecast densities.
...
Other arguments.
Details

This function calls predict.StructTS and constructs an object of class "forecast" from the results.

Value

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 accessor functions fitted.values and residuals extract useful features of the value returned by forecast.StructTS.An object of class "forecast" is a list containing at least the following elements: is a list containing at least the following elements:

See Also

StructTS.

Aliases
  • forecast.StructTS
Examples
plot(forecast(fit))
Documentation reproduced from package forecast, version 7.2, License: GPL (>= 2)

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