predict.VectorARIMA.Rd
Similar to other predict methods, this function predicts fitted values from a fitted "VectorARIMA" object.
# S3 method for VectorARIMA
predict(model, data = NULL, key = NULL, forecast.length = NULL, ...)
S3
methods
R6Class object
A "VectorARIMA" object for prediction.
DataFrame, optional
Includes the timestamp column and external Data (exogenous variables) for prediction.
Defaults to NULL.
character, optional
Name of the timestamp column in data
.
Valid only when data
is not NULL.
Defaults to the first column of data
when data
is not NULL.
integer, optional
Number of points to forecast.
Defaults to NULL.
Reserved parameter.
Predicted values are returned as a DataFrame, structured as follows:
COLNAME
: Column name of endogenous variables.
ID
: with same name and type the ID column of data.
FORECAST
: type DOUBLE, representing predicted values.
SE
: type DOUBLE, standard error.
LO95
: type DOUBLE, low 95% values.
HI95
: type DOUBLE, high 95% values.
Call the function and obtain the result:
> predict(model = varima, 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