R: Make Predictions from a "AutoArima" Object

predict.AutoArima {hana.ml.r}

R Documentation

Make Predictions from a "AutoArima" Object

Description

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

Usage

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

Arguments

`model`	`R6Class object` "AutoArima" object for prediction.
`data`	`DataFrame` Data for prediction.
`forecast.method`	`c("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. Defaults to 1.
`...`

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: 
 > predict(model = autoarima, forecast.length = 5)
   TIMESTAMP   FORECAST       SE       LO80      HI80        LO95      HI95
 1         0 -15.544832 3.298697 -19.772283 -11.31738 -22.0101587 -9.079505
 2         1  35.587390 3.404891  31.223846  39.95094  28.9139269 42.260854
 3         2  56.498532 3.411723  52.126231  60.87083  49.8116773 63.185386
 4         3   7.086176 3.412170   2.713303  11.45905   0.3984467 13.773906
 5         4 -16.266996 3.412250 -20.639972 -11.89402 -22.9548838 -9.579108

## End(Not run)