R: Make Predictions from a "Arima" Object

predict.Arima {hana.ml.r}

R Documentation

Make Predictions from a "Arima" Object

Description

Similar to other predict methods, this function predicts fitted values from a fitted "Arima" object.

Usage

## S3 method for class 'Arima'
predict(model, data = NULL, forecast.method = NULL,
  forecast.length = NULL, ...)

Arguments

`model`	`R6Class object` An "Arima" object for prediction.
`data`	`DataFrame` External Data for prediction. Defaults to NULL.
`forecast.method`	`{"formula.forecast", "innovations.algorithm"}, optional` Store information for the subsequent forecast method. `"formula.forecast":` compute future series via formula. `"innovations.algorithm":` apply innovations algorithm to compute future series, which requires more original information to be stored Defaults to "innovations.algorithm".
`forecast.length`	`integer, optional` Number of points to forecast.
`...`

Value

Predicted values are returned as a DataFrame, structured as follows:

ID: with same name and type the ID column of data.
FORECAST: type DOUBLE, representing predicted values.
SE: type DOUBLE, standard error.
LO80: type DOUBLE, low 80% values.
HI80: type DOUBLE, high 80% values.
LO95: type DOUBLE, low 95% values.
HI95: type DOUBLE, high 95% values.

Examples

## Not run: 
Apply predict on 'arima' object arm:
> res <- predict(arm,
                 forecast.method='innovations.algorithm',
                 forecast.length = 10)#'
TIMESTAMP   FORECAST       SE       LO80       HI80       LO95       HI95
1          0  1.5577828 1.302436 -0.1113569  3.2269225 -0.9949452  4.1105108
2          1  3.7659871 1.315333  2.0803200  5.4516542  1.1879826  6.3439917
3          2 -0.5655989 1.315333 -2.2512660  1.1200682 -3.1436035  2.0124056
4          3 -3.6198158 1.315333 -5.3054829 -1.9341487 -6.1978203 -1.0418112
......

## End(Not run)