thetaf(y, h=ifelse(frequency(y)>1, 2*frequency(y), 10), level=c(80,95), fan=FALSE, x=y)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 rwf.An object of class "forecast" is a list containing at least the following elements:
is a list containing at least the following elements:The series is tested for seasonality using the test outlined in A&N. If deemed seasonal, the series is seasonally adjusted using a classical multiplicative decomposition before applying the theta method. The resulting forecasts are then reseasonalized.
Prediction intervals are computed using the underlying state space model.
More general theta methods are available in the forecTheta package.
Hyndman, R.J., and Billah, B. (2003) Unmasking the Theta method. International J. Forecasting, 19, 287-290.
arima, meanf, rwf, ses