get_uncertainty.RdTitle
get_uncertainty(
mean_forecast,
resids,
h,
level,
x,
ci = c("E", "A", "T", "garch")
)
x <- AirPassengers
mean_forecast <- forecast::thetaf(x)$mean
resids <- forecast::thetaf(x)$resid
(res <- get_uncertainty(mean_forecast, resids, h=5, level=c(80, 95), x))
#> Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
#> Jan 1961 443.1197 429.4682 456.7712 422.2415 463.9979
#> Feb 1961 431.4258 417.7743 445.0773 410.5476 452.3040
#> Mar 1961 492.7486 479.0971 506.4001 471.8705 513.6268
#> Apr 1961 478.7462 465.0947 492.3977 457.8680 499.6243
#> May 1961 482.7119 469.0604 496.3634 461.8337 503.5901
print(str(res))
#> List of 9
#> $ residuals: Time-Series [1:144] from 1949 to 1961: -1.478 9.041 -0.852 0.988 -8.562 ...
#> $ mean : Time-Series [1:5] from 1961 to 1961: 443 431 493 479 483
#> $ lower : Time-Series [1:5, 1:2] from 1961 to 1961: 429 418 479 465 469 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "resid_fcast$lower.80%" "resid_fcast$lower.95%"
#> $ upper : Time-Series [1:5, 1:2] from 1961 to 1961: 457 445 506 492 496 ...
#> ..- attr(*, "dimnames")=List of 2
#> .. ..$ : NULL
#> .. ..$ : chr [1:2] "resid_fcast$upper.80%" "resid_fcast$upper.95%"
#> $ fitted : num 0
#> $ x : Time-Series [1:144] from 1949 to 1961: 112 118 132 129 121 135 148 148 136 119 ...
#> $ model : chr "None"
#> $ level : num [1:2] 80 95
#> $ method : chr "None"
#> - attr(*, "class")= chr "forecast"
#> NULL