Make forecasts using a state space model

Source: R/forecasting-marss.R

Fit a state-space model using MARSS and make forecasts.

marss_rw_one_step uses MARSS to fit a state-space model and make a single one-step forecast.

marss_ts(timeseries, num_ahead = 5, level = 95, drift = TRUE,
  silent = TRUE)

marss_rw_one_step(timeseries, level = 95, drift = TRUE,
  silent = TRUE)

Arguments

timeseries

the time series to forecast
num_ahead

the number of points at the end of the time series to forecast
level

Confidence level for prediction intervals.
drift

whether the state-space model should include drift or not
silent

TRUE/FALSE Suppresses printing of full error messages, warnings, progress bars and convergence information. Setting silent=2 will produce more verbose error messages and progress information.

Value

a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)