pi_info {vctsfr}

Create a prediction interval object

Description

The object created represents a prediction interval for the forecast of the future values of a time series.

Usage

pi_info(level, lpi, upi)

Arguments

level

a number in the interval (0, 100) indicating the level of the prediction interval.

lpi

a time series of class ts or a vector. Lower limit of a prediction interval.

upi

a time series of class ts or a vector. Upper limit of a prediction interval.

Value

An object of class pi_info. It is a list containing all the information supplied to the function.

See Also

prediction_info() which uses this function to specify prediction intervals.

Examples

if (require("forecast")) {
  time_series <- ts(rnorm(40))
  f <- meanf(time_series, level = 95)
  info <- pi_info(95, f$lower, f$upper)
}