Practical Predictive Analytics

The forecast (fit) method

The forecast method contains many objects that you can display, such as the fitted value, original values, confidence intervals, and residuals. Use str(forecast(fit)) to see which objects are available.

We will use cbind to print out the original data point, fitted data point, and model fitting method.

cbind(forecast(fit)$method,forecast(fit)$x,forecast(fit)$fitted,forecast(fit)$residuals) Time Series: Start = 1999  End = 2012  Frequency = 1       forecast(fit)$method   forecast(fit)$x forecast(fit)$fitted forecast(fit)$residuals 1999           ETS(A,N,N)  0.15412470117969    0.154120663632029    4.03754766081788e-06 2000           ETS(A,N,N) 0.157413125646824    0.154124700770241     0.00328842487658335 2001 ETS(A,N,N) 0.162942355969924 0.157412792166205 ...