Forecast a model from the fable package

Source: R/ar.R

Produces forecasts from a trained model.

# S3 method for AR
forecast(
  object,
  new_data = NULL,
  specials = NULL,
  bootstrap = FALSE,
  times = 5000,
  ...
)

Arguments

object

The time series model used to produce the forecasts
new_data

A tsibble containing future information used to forecast.
specials

(passed by fabletools::forecast.mdl_df()).
bootstrap

If TRUE, then forecast distributions are computed using simulation with resampled errors.
times

The number of sample paths to use in estimating the forecast distribution when bootstrap = TRUE.
...

Additional arguments for forecast model methods.

Value

A list of forecasts.

Examples

as_tsibble(lh) %>%
  model(AR(value ~ order(3))) %>%
  forecast()

#> # A fable: 2 x 4 [1]
#> # Key:     .model [1]
#>   .model               index        value .mean
#>   <chr>                <dbl>       <dist> <dbl>
#> 1 AR(value ~ order(3))    49 N(2.4, 0.19)  2.45
#> 2 AR(value ~ order(3))    50 N(2.3, 0.27)  2.25