# mforecast

From forecast v7.2
by Rob Hyndman

##### 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.

For example, the function `forecast.mlm`

makes multivariate forecasts based on the results produced by `tslm`

.

##### Usage

`"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, ...)`

##### Arguments

- object
- a multivariate time series or multivariate 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(51,99,by=3)`

. 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`mts`

. - lambda
- Box-Cox transformation parameter.
- find.frequency
- If TRUE, the function determines the appropriate period, if the data is of unknown period.
- allow.multiplicative.trend
- 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.

##### Value

`mforecast`

".The function `summary`

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

produces a plot of the multivariate 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 `"mforecast"`

is a list usually containing at least the following elements:
is a list usually containing at least the following elements:##### See Also

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

are
`forecast.mlm`

, `forecast.varest`

.

*Documentation reproduced from package forecast, version 7.2, License: GPL (>= 2)*

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