Raw File
forecast.StructTS.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/forecast2.R
\name{forecast.StructTS}
\alias{forecast.StructTS}
\title{Forecasting using Structural Time Series models}
\usage{
\method{forecast}{StructTS}(object, h = ifelse(object$coef["epsilon"] >
  1e-10, 2 * object$xtsp[3], 10), level = c(80, 95), fan = FALSE,
  lambda = NULL, biasadj = NULL, ...)
}
\arguments{
\item{object}{An object of class "\code{StructTS}". Usually the result of a
call to \code{\link[stats]{StructTS}}.}

\item{h}{Number of periods for forecasting}

\item{level}{Confidence level for prediction intervals.}

\item{fan}{If TRUE, level is set to seq(51,99,by=3). This is suitable for
fan plots.}

\item{lambda}{Box-Cox transformation parameter. If \code{lambda="auto"},
then a transformation is automatically selected using \code{BoxCox.lambda}.
The transformation is ignored if NULL. Otherwise,
data transformed before model is estimated.}

\item{biasadj}{Use adjusted back-transformed mean for Box-Cox
transformations. If transformed data is used to produce forecasts and fitted values,
a regular back transformation will result in median forecasts. If biasadj is TRUE,
an adjustment will be made to produce mean forecasts and fitted values.}

\item{...}{Other arguments.}
}
\value{
An object of class "\code{forecast}".

The function \code{summary} is used to obtain and print a summary of the
results, while the function \code{plot} produces a plot of the forecasts and
prediction intervals.

The generic accessor functions \code{fitted.values} and \code{residuals}
extract useful features of the value returned by \code{forecast.StructTS}.

An object of class \code{"forecast"} is a list containing at least the
following elements: \item{model}{A list containing information about the
fitted model} \item{method}{The name of the forecasting method as a
character string} \item{mean}{Point forecasts as a time series}
\item{lower}{Lower limits for prediction intervals} \item{upper}{Upper
limits for prediction intervals} \item{level}{The confidence values
associated with the prediction intervals} \item{x}{The original time series
(either \code{object} itself or the time series used to create the model
stored as \code{object}).} \item{residuals}{Residuals from the fitted model.
That is x minus fitted values.} \item{fitted}{Fitted values (one-step
forecasts)}
}
\description{
Returns forecasts and other information for univariate structural time
series models.
}
\details{
This function calls \code{predict.StructTS} and constructs an object of
class "\code{forecast}" from the results.
}
\examples{
fit <- StructTS(WWWusage,"level")
plot(forecast(fit))

}
\seealso{
\code{\link[stats]{StructTS}}.
}
\author{
Rob J Hyndman
}
\keyword{ts}
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