| naive {forecast} | R Documentation |
naive() returns forecasts and prediction intervals for an ARIMA(0,1,0) random walk model applied to x.
snaive() returns forecasts and prediction intervals from an ARIMA(0,0,0)(0,1,0)m model where m is the seasonal period.
naive(x, h=10, level=c(80,95), fan=FALSE, lambda=NULL) snaive(x, h=2*frequency(x), level=c(80,95), fan=FALSE, lambda=NULL)
x |
a numeric vector or time series |
h |
Number of periods for forecasting |
level |
Confidence levels for prediction intervals. |
fan |
If TRUE, level is set to seq(50,99,by=1). This is suitable for fan plots. |
lambda |
Box-Cox transformation parameter. Ignored if NULL. Otherwise, forecasts back-transformed via an inverse Box-Cox transformation. |
These functions are simply convenient wrappers to Arima with the appropriate arguments
to return naive and seasonal naive forecasts.
An object of class "forecast".
The function summary is used to obtain and print a summary of the
results, while the function plot produces a plot of the forecasts and prediction intervals.
The generic accessor functions fitted.values and residuals extract useful features of
the value returned by naive or snaive.
An object of class "forecast" is a list containing at least the following elements:
model |
A list containing information about the fitted model |
method |
The name of the forecasting method as a character string |
mean |
Point forecasts as a time series |
lower |
Lower limits for prediction intervals |
upper |
Upper limits for prediction intervals |
level |
The confidence values associated with the prediction intervals |
x |
The original time series (either |
residuals |
Residuals from the fitted model. That is x minus fitted values. |
fitted |
Fitted values (one-step forecasts) |
Rob J Hyndman
plot(naive(gold,h=50),include=200) plot(snaive(wineind))