Forecast a model from the fable package

Produces forecasts from a trained model.

# S3 method for VAR
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

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  forecast()
#> # A fable: 24 x 5 [1M]
#> # Key:     .model [1]
#>    .model                        index .distribution .mean_mdeaths .mean_fdeaths
#>    <chr>                         <mth>        <dist>         <dbl>         <dbl>
#>  1 VAR(vars(mdeaths, fdeaths… 1980 Jan        MVN[2]         1486.          575.
#>  2 VAR(vars(mdeaths, fdeaths… 1980 Feb        MVN[2]         1445.          558.
#>  3 VAR(vars(mdeaths, fdeaths… 1980 Mar        MVN[2]         1369.          528.
#>  4 VAR(vars(mdeaths, fdeaths… 1980 Apr        MVN[2]         1340.          505.
#>  5 VAR(vars(mdeaths, fdeaths… 1980 May        MVN[2]         1327.          497.
#>  6 VAR(vars(mdeaths, fdeaths… 1980 Jun        MVN[2]         1349.          505.
#>  7 VAR(vars(mdeaths, fdeaths… 1980 Jul        MVN[2]         1395.          522.
#>  8 VAR(vars(mdeaths, fdeaths… 1980 Aug        MVN[2]         1442.          540.
#>  9 VAR(vars(mdeaths, fdeaths… 1980 Sep        MVN[2]         1477.          554.
#> 10 VAR(vars(mdeaths, fdeaths… 1980 Oct        MVN[2]         1495.          561.
#> # … with 14 more rows