Produces forecasts from a trained model.

# S3 method for ARIMA
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

USAccDeaths %>% as_tsibble() %>% model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>% forecast()
#> # A fable: 24 x 4 [1M] #> # Key: .model [1] #> .model index value .mean #> <chr> <mth> <dist> <dbl> #> 1 arima 1979 Jan t(N(9, 0.0014)) 8290. #> 2 arima 1979 Feb t(N(8.9, 0.0018)) 7453. #> 3 arima 1979 Mar t(N(9, 0.0022)) 8276. #> 4 arima 1979 Apr t(N(9.1, 0.0025)) 8584. #> 5 arima 1979 May t(N(9.2, 0.0029)) 9499. #> 6 arima 1979 Jun t(N(9.2, 0.0033)) 9900. #> 7 arima 1979 Jul t(N(9.3, 0.0037)) 10988. #> 8 arima 1979 Aug t(N(9.2, 0.0041)) 10132. #> 9 arima 1979 Sep t(N(9.1, 0.0045)) 9138. #> 10 arima 1979 Oct t(N(9.1, 0.0049)) 9391. #> # … with 14 more rows