CODEWITHSUNDEEP
rforecastinghts
Aureon
Aureon

Reputation: 141

hts R package forecasted values

I was using the hts R package for hierarchical forecasting and I want to obtain or extract the forecasted values into a data frame, for example:

library(hts)
data <- window(htseg2, start = 1992, end = 2002)
test <- window(htseg2, start = 2003)
fcasts <- as.data.frame(forecast(data, h = 5, method = "bu"))
plot(fcasts)

enter image description here which plots the forecasted values in dotted lines, implying that somehow they can be extracted however, the fcasts object does not store such information.

Thank you

Upvotes: 0

Views: 115

Answers (1)

Rob Hyndman
Rob Hyndman

Reputation: 31800

The forecasts are saved efficiently, but if you want all of them, they can be computed using allts() and then converted to a data frame as follows.

as.data.frame(allts(forecast(data, h = 5, method = "bu")))

Upvotes: 1

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