Forecasting time series
mforecast is a class of objects for forecasting from multivariate time series or multivariate time series models.
The function invokes particular methods which depend on the class of the first argument.
"forecast"(object, h=ifelse(frequency(object)>1, 2*frequency(object), 10), level=c(80,95), fan=FALSE, robust=FALSE, lambda = NULL, find.frequency = FALSE, allow.multiplicative.trend=FALSE, ...)
- a multivariate time series or multivariate time series model for which forecasts are required
- Number of periods for forecasting
- Confidence level for prediction intervals.
- If TRUE,
levelis set to
seq(51,99,by=3). This is suitable for fan plots.
- If TRUE, the function is robust to missing values and outliers in
object. This argument is only valid when
objectis of class
- Box-Cox transformation parameter.
- If TRUE, the function determines the appropriate period, if the data is of unknown period.
- If TRUE, then ETS models with multiplicative trends are allowed. Otherwise, only additive or no trend ETS models are permitted.
- Additional arguments affecting the forecasts produced.
summaryis used to obtain and print a summary of the results, while the function
plotproduces a plot of the multivariate forecasts and prediction intervals.The generic accessors functions
residualsextract various useful features of the value returned by
forecast$model.An object of class
"mforecast"is a list usually containing at least the following elements: is a list usually containing at least the following elements:
Other functions which return objects of class