plot_ts {vctsfr}

Create a ggplot object with a time series and forecast

Description

Create a ggplot object associated with a time series and, optionally, its future values, a forecast for its future values and a prediction interval of the forecast.

Usage

plot_ts(
  ts,
  future = NULL,
  prediction = NULL,
  method = NULL,
  lpi = NULL,
  upi = NULL,
  level = NULL,
  sdp = TRUE
)

Arguments

ts

a time series of class ts.

future

NULL (default) or a time series of class ts or a vector. Future values of the time series.

prediction

NULL (default) or a time series of class ts or a vector. Forecast of the future values of the time series.

method

NULL (default) a character string with the name of the method used to forecast the future values of the time series. This name will appear in the legend.

lpi

NULL (default) or a time series of class ts or a vector. Lower limit of a prediction interval for the prediction parameter.

upi

NULL (default) or a time series of class ts or a vector. Upper limit of a prediction interval for the prediction parameter.

level

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

sdp

logical. Should data points be shown? (default value TRUE)

Details

If future or prediction are vectors then they are supposed to start after the last data of the time series.

Value

The ggplot object representing the time series and its forecast.

Examples

library(ggplot2)
plot_ts(USAccDeaths) # plot a time series

# plot a time series, not showing data points
plot_ts(USAccDeaths, sdp = FALSE)

# plot a time series, its future values and a prediction
ts <- window(USAccDeaths, end = c(1977, 12))
f <- window(USAccDeaths, start = c(1978, 1))
p <- ts(window(USAccDeaths, start = c(1976, 1), end = c(1976, 12)),
        start = c(1978, 1),
        frequency = 12
)
plot_ts(ts, future = f, prediction = p)

# plot a time series and a prediction
plot_ts(USAccDeaths, prediction = rep(mean(USAccDeaths), 12),
        method = "Mean")

# plot a time series, a prediction and a prediction interval
if (require(forecast)) {
  timeS <- window(USAccDeaths, end = c(1977, 12))
  f <- window(USAccDeaths, start = c(1978, 1))
  ets_fit <- ets(timeS)
  p <- forecast(ets_fit, h = length(f), level = 90)
  plot_ts(timeS, future = f, prediction = p$mean, method = "ES",
          lpi = p$lower, upi = p$upper, level = 90
  )
}