Generate Interval Forecasts

Generates prediction intervals from a fitted model.

interval_forecast(fitted, method, horizon = 1L, levels = 0.95)

Arguments

fitted

A fitted model object from fit_baseline()

method

Interval method object

horizon

Integer or vector of integers specifying forecast horizons

levels

Numeric vector of confidence levels

Value

List containing point forecasts, median, intervals, and trajectories

Examples

if (FALSE) { # \dontrun{
intervals <- interval_forecast(fitted,
  method = EmpiricalInterval(),
  horizon = 1:12,
  levels = c(0.80, 0.95)
)
} # }