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

Nicholas J Clark