forecast.iarima {StMoMo}

Forecast independent arima series

Description

Returns forecasts and other information for a group of independent arima series.

Usage

## S3 method for class 'iarima'
forecast(object, h = 10, level = c(80, 95), fan = FALSE,
  ...)

Arguments

object

an object of class "iarima".

h

Number of periods for forecasting.

level

confidence level for prediction intervals.

fan

if TRUE, level is set to seq(50, 99, by = 1). This is suitable for fan plots.

...

other arguments.

Value

An object of class "iarimaForecast" with components:

model

a list containing information about the fitted arima models.

mean

array with the central forecast.

lower

three dimensional array with lower limits for prediction intervals.

upper

three dimensional array with upper limits for prediction intervals.

level

the confidence values associated with the prediction intervals.

@export