Forecast a model from the fable package

Source: R/ar.R

Produces forecasts from a trained model.

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

Arguments

object

A model for which forecasts are required.

new_data

A tsibble containing the time points and exogenous regressors to produce forecasts for.

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.

...

Other arguments passed to 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
#>   <chr>  <dbl>       <dist>
#> 1 AR(va…    49 N(2.4, 0.19)
#> 2 AR(va…    50 N(2.3, 0.27)
#> # ℹ 1 more variable: .mean <dbl>