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, ...)

Format

S3 methods

Arguments

model

R6Class object
A "VectorARIMA" object for prediction.

data

DataFrame, optional
Includes the timestamp column and external Data (exogenous variables) for prediction.
Defaults to NULL.

key

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.

forecast.length

integer, optional
Number of points to forecast.
Defaults to NULL.

...

Reserved parameter.

Value

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.

Examples

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