Forecasting using ETS models
Returns forecasts and other information for univariate ETS models.
"forecast"(object, h=ifelse(object$m>1, 2*object$m, 10), level=c(80,95), fan=FALSE, simulate=FALSE, bootstrap=FALSE, npaths=5000, PI=TRUE, lambda=object$lambda, biasadj=FALSE, ...)
- An object of class "
ets". Usually the result of a call to
- Number of periods for forecasting
- Confidence level for prediction intervals.
- If TRUE, level is set to seq(51,99,by=3). This is suitable for fan plots.
- If TRUE, prediction intervals produced by simulation rather than using analytic formulae.
- If TRUE, and if
simulate=TRUE, then simulation uses resampled errors rather than normally distributed errors.
- Number of sample paths used in computing simulated prediction intervals.
- If TRUE, prediction intervals are produced, otherwise only point forecasts are calculated. If
PIis FALSE, then
npathsare all ignored.
- Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation.
- 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.
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
forecast.ets.An object of class
"forecast"is a list containing at least the following elements: is a list containing at least the following elements:
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