# forecast.mlm

From forecast v7.3
by Rob Hyndman

##### Forecast a multiple linear model with possible time series components

`forecast.mlm`

is used to predict multiple linear models, especially those involving trend and seasonality components.

##### Usage

`"forecast"(object, newdata, h = 10, level = c(80, 95), fan = FALSE, lambda = object$lambda, biasadj = FALSE, ts = TRUE, ...)`

##### Arguments

- object
- Object of class "mlm", usually the result of a call to
`lm`

or`tslm`

. - newdata
- An optional data frame in which to look for variables with which to predict. If omitted, it is assumed that the only variables are trend and season, and
`h`

forecasts are produced. - level
- Confidence level for prediction intervals.
- fan
- If
`TRUE`

, level is set to seq(51,99,by=3). This is suitable for fan plots. - h
- Number of periods for forecasting. Ignored if
`newdata`

present. - 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.
- ts
- If
`TRUE`

, the forecasts will be treated as time series provided the original data is a time series; the`newdata`

will be interpreted as related to the subsequent time periods. If`FALSE`

, any time series attributes of the original data will be ignored. - ...
- Other arguments passed to
`forecast.lm()`

.

##### Details

`forecast.mlm`

is largely a wrapper for `forecast.lm()`

except that it allows forecasts to be generated on multiple series. Also, the output is reformatted into a `mforecast`

object.

##### 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 forecasts and prediction intervals.The generic accessor functions `fitted.values`

and `residuals`

extract useful features of the value returned by `forecast.lm`

.An object of class `"mforecast"`

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

`tslm`

, `forecast.lm`

, `lm`

.

##### Examples

```
lungDeaths <- cbind(mdeaths, fdeaths)
fit <- tslm(lungDeaths ~ trend + season)
fcast <- forecast(fit, h=10)
carPower <- as.matrix(mtcars[,c("qsec","hp")])
carmpg <- mtcars[,"mpg"]
fit <- lm(carPower ~ carmpg)
fcast <- forecast(fit, newdata=data.frame(carmpg=30))
```

*Documentation reproduced from package forecast, version 7.3, License: GPL (>= 2)*

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