forecast.mvgam {mvgam} | R Documentation |
Extract or compute hindcasts and forecasts for a fitted mvgam
object
Description
Extract or compute hindcasts and forecasts for a fitted mvgam
object
Usage
forecast(object, ...)
## S3 method for class 'mvgam'
forecast(object, newdata, data_test, n_cores = 1, type = "response", ...)
Arguments
object |
|
... |
Ignored |
newdata |
Optional |
data_test |
Deprecated. Still works in place of |
n_cores |
Deprecated. Parallel processing is no longer supported |
type |
When this has the value |
Details
Posterior predictions are drawn from the fitted mvgam
and used to simulate a forecast distribution
Value
An object of class mvgam_forecast
containing hindcast and forecast distributions.
See mvgam_forecast-class
for details.
See Also
Examples
simdat <- sim_mvgam(n_series = 3, trend_model = AR())
mod <- mvgam(y ~ s(season, bs = 'cc', k = 6),
trend_model = AR(),
noncentred = TRUE,
data = simdat$data_train,
chains = 2,
silent = 2)
# Hindcasts on response scale
hc <- hindcast(mod)
str(hc)
plot(hc, series = 1)
plot(hc, series = 2)
plot(hc, series = 3)
# Forecasts on response scale
fc <- forecast(mod,
newdata = simdat$data_test)
str(fc)
plot(fc, series = 1)
plot(fc, series = 2)
plot(fc, series = 3)
# Forecasts as expectations
fc <- forecast(mod,
newdata = simdat$data_test,
type = 'expected')
plot(fc, series = 1)
plot(fc, series = 2)
plot(fc, series = 3)
# Dynamic trend extrapolations
fc <- forecast(mod,
newdata = simdat$data_test,
type = 'trend')
plot(fc, series = 1)
plot(fc, series = 2)
plot(fc, series = 3)