mvgam_forecast object descriptionA mvgam_forecast object returned by function hindcast
or forecast. Run methods(class = "mvgam_forecast") to see
an overview of available methods.
Nicholas J Clark
A mvgam_forecast object contains the following elements:
call the original observation model formula
trend_call If a trend_formula was supplied, the original trend
model formula is returned. Otherwise NULL
family character description of the observation distribution
family_pars list containing draws of family-specific
parameters (i.e. shape, scale or overdispersion parameters). Only
returned if type = link. Otherwise NULL
trend_model character description of the latent trend model
drift Logical specifying whether a drift term was used in the
trend model
use_lv Logical flag indicating whether latent dynamic factors were
used in the model
fit_engine Character describing the fit engine, either as stan
or jags
type The type of predictions included (either link, response
or trend)
series_names Names of the time series, taken from
levels(data$series) in the original model fit
train_observations A list of training observation vectors of
length n_series
train_times A list of the unique training times of length
n_series
test_observations If the forecast function was used,
a list of test observation vectors of length n_series. Otherwise
NULL
test_times If the forecast function was used, a
list of the unique testing (validation) times of length n_series.
Otherwise NULL
hindcasts A list of posterior hindcast distributions of length
n_series.
forecasts If the forecast function was used, a
list of posterior forecast distributions of length n_series.
Otherwise NULL
mvgam, hindcast.mvgam, forecast.mvgam