forecast.ATA {fable.ata}

Forecast a model from the fable ATA model

Description

Forecast a model from the fable ATA model

Usage

## S3 method for class 'ATA'
forecast(
  object,
  new_data,
  h = NULL,
  ci_level = 95,
  negative_forecast = TRUE,
  onestep = FALSE,
  ...
)

Arguments

object

The time series model used to produce the forecasts

new_data

A 'tsibble' containing future information used to forecast.

h

The forecast horison (can be used instead of 'new_data' for regular time series with no exogenous regressors).

ci_level

Confidence Interval levels for forecasting. Default value is 95.

negative_forecast

Negative values are allowed for forecasting. Default value is TRUE. If FALSE, all negative values for forecasting are set to 0.

onestep

Default is FALSE. if TRUE, the dynamic forecast strategy uses a one-step model multiple times 'h' forecast horizon) where the prediction for the prior time step is used as an input for making a prediction on the following time step.

...

Other arguments

Value

A vector of fitted residuals.

Examples

library(fable.ata)
as_tsibble(USAccDeaths) %>%
  model(ata = AutoATA(value ~ trend("A") + season("M"))) %>% forecast(h=24)