mvgam_forecast-class function

mvgam_forecast object description

A mvgam_forecast object returned by function hindcast or forecast. Run methods(class = "mvgam_forecast") to see an overview of available methods.

Details

A mvgam_forecast object contains the following elements:

• call the original observation model formula
• trend_call If a trend_formula was supplied, the original trend model formula is returned. Otherwise NULL
• family character description of the observation distribution
• family_pars list containing draws of family-specific parameters (i.e. shape, scale or overdispersion parameters). Only returned if type = link. Otherwise NULL
• trend_model character description of the latent trend model
• drift Logical specifying whether a drift term was used in the trend model
• use_lv Logical flag indicating whether latent dynamic factors were used in the model
• fit_engine Character describing the fit engine, either as stan or jags
• type The type of predictions included (either link, response or trend)
• series_names Names of the time series, taken from levels(data$series) in the original model fit
• train_observations A list of training observation vectors of length n_series
• train_times A vector of the unique training times
• test_observations If the forecast function was used, a list of test observation vectors of length n_series. Otherwise NULL
• test_times If the forecast function was used, a vector of the unique validation (testing) times. Otherwise NULL
• hindcasts A list of posterior hindcast distributions of length n_series.
• forecasts If the forecast function was used, a list of posterior forecast distributions of length n_series. Otherwise NULL

See Also

mvgam , hindcast.mvgam , forecast.mvgam

Author(s)

Nicholas J Clark