forecast.INGARCH {fableCount} | R Documentation |
Forecast a model from the fable package
Description
Produces forecasts from a trained model.
Usage
## S3 method for class 'INGARCH'
forecast(object, new_data, ...)
Arguments
object |
A model for which forecasts are required. |
new_data |
Tsibble, it has to contains the time points and exogenous regressors to produce forecasts for. |
... |
Other arguments passed to methods |
Details
Predict future observations based on a fitted GLM-type model for time series of counts. For 1 step ahead, it returns parametric forecast, based on the 'distr' param especified distribution, for multiples steps forecast, the distribution is not know analytically, so it uses a parametric bootstrap
Value
A list of forecasts.
Examples
# 1 step ahead parametric forecast
tsibbledata::aus_production |>
fabletools::model(manual_ing = INGARCH(Beer ~ pq(1,1) + PQ(1,1))) |>
dplyr::select(manual_ing) |>
fabletools::forecast(h = 1)
# Multiples steap ahead parametric bootstrap forecast
tsibbledata::aus_production |>
fabletools::model(manual_ing = INGARCH(Beer ~ pq(1,1) + PQ(1,1))) |>
dplyr::select(manual_ing) |>
fabletools::forecast(h = 4)
[Package fableCount version 0.1.0 Index]