Jose Bordon
11/17/2022, 10:45 PMMax (Nixtla)
11/17/2022, 10:53 PMpredict
and forecast
method takes two arguments: forecasts the next h
(for horizon) and`level`.
* level
(list of floats): this optional parameter is used for probabilistic forecasting. Set the level
(or confidence percentile) of your prediction interval. For example, level=[90]
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.