Forecast {lmForc}

Create an object of the Forecast class

Description

An S4 class for storing forecasts. An object of the Forecast class has equal length vectors that contain the time the forecast was made, the future time being forecasted, the forecast, and realized values if available. Optionally includes the number of periods ahead being forecasted.

Usage

Forecast(origin, future, forecast, realized = NULL, h_ahead = NULL)

Arguments

origin

A vector of any class representing the time when the forecast was made.

future

A vector of any class representing the time that is being forecasted, i.e. when the forecast will be realized.

forecast

A numeric vector of forecasts.

realized

Optional numeric vector of realized values, i.e. the true value at the future time.

h_ahead

Optional length-one object representing the number of periods ahead being forecasted.

See Also

For a detailed example see the help vignette: vignette("lmForc", package = "lmForc")

Examples

my_forecast <- Forecast(
   origin   = c("2010-03-31", "2010-06-30", "2010-09-30", "2010-12-31"),
   future   = c("2011-03-31", "2011-06-30", "2011-09-30", "2011-12-31"),
   forecast = c(4.21, 4.27, 5.32, 5.11),
   realized = c(4.40, 4.45, 4.87, 4.77),
   h_ahead  = 4L
)

origin(my_forecast) <- c("2010-04-01", "2010-07-01", "2010-10-01", "2011-01-01")
future(my_forecast) <- c("2012-04-01", "2012-07-01", "2012-10-01", "2013-01-01")
forc(my_forecast) <- c(8.87, 7.61, 7.56, 5.96)
realized(my_forecast) <- c(6.64, 6.10, 6.33, 6.67)
h_ahead(my_forecast) <- 8L

origin(my_forecast)
future(my_forecast)
forc(my_forecast)
realized(my_forecast)
h_ahead(my_forecast)