Jose Bordon11/17/2022, 10:45 PM
Max (Nixtla)11/17/2022, 10:53 PM
method takes two arguments: forecasts the next
(for horizon) and`level`. *
(list of floats): this optional parameter is used for probabilistic forecasting. Set the
(or confidence percentile) of your prediction interval. For example,
means that the model expects the real value to be inside that interval 90% of the times. The forecast object here is a new data frame that includes a column with the name of the model and the y hat values, as well as columns for the uncertainty intervals.