Reputation: 1
Hope you are well.
As I am not familiar with R, I don't know how to get the last datas from a time series output.
Here is the script :
fit_arima<-auto.arima(DATA$CLI,d=1,D=1,stepwise = FALSE,approximation = FALSE, trace = TRUE)
fcst<-forecast(fit_arima,h=36)
print(summary(fcst))
Following that, I get these values as output :
371 99.87327 96.30132 103.4452 94.41044 105.3361
372 99.87327 96.24796 103.4986 94.32884 105.4177
373 99.87327 96.19538 103.5512 94.24842 105.4981
In fact, I would like to get col2&3 of the last line (373) in order to work with datas.
I tried to use nail(fcst, n=1)
but it does not work...
Thank you in advance for your help.
Alex
Upvotes: 0
Views: 32
Reputation: 887028
The output from forecast
is a list
(check the str(fcst)
). We could extract each of those components and get the tail
and create a data.frame
data.frame(Mean = tail(fcst$mean, 1), lower = tail(fcst$lower, 1),
upper = tail(fcst$upper, 1), check.names = FALSE)
Mean lower.80% lower.95% upper.80% upper.95%
1 216.798 115.8223 62.36906 317.7736 371.2269
There is also a data.frame
method with as.data.frame
> grep("forecast", methods(as.data.frame), value = TRUE)
[1] "as.data.frame.forecast" "as.data.frame.mforecast"
to convert the object directly to data.frame
and then use the tail
tail(as.data.frame(fcst), 1)
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
136 216.798 115.8223 317.7736 62.36906 371.2269
library(forecast)
fit <- auto.arima(WWWusage)
fcst <- forecast(fit,h=20)
Upvotes: 1