Ensemble forecasting from fitted forecasting objects

ensemblef(
  fitted_objects,
  weights = rep(1/length(fitted_objects), length(fitted_objects)),
  ci = c("E", "A", "T", "garch", "gaussian")
)

Arguments

fitted_objects

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weights

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ci

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level

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Examples


x <- ts(rnorm(25))

obj1 <- forecast::thetaf(x)
obj2 <- forecast::forecast(forecast::ets(x))

list_obj <- list(obj1, obj2)

# par(mfrow=c(2, 2))
# plot(ensemblef(list_obj, ci="E"))
# plot(ensemblef(list_obj, ci="A"))
# plot(ensemblef(list_obj, ci="T"))
# plot(ensemblef(list_obj, ci="garch"))