R: Forecast a model from the fable package

forecast.VAR {fable}

R Documentation

Forecast a model from the fable package

Description

Produces forecasts from a trained model.

Usage

## S3 method for class '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()

[Package fable version 0.3.0 Index]