How to interpret Forecasting Models in R

Question

I created a forecasting model using stlf(), auto.arima(), HoltWinters() methods in R and I get something like this:

What does the colouring mean i.e. what does the grey area and purplish area indicate?

Answer 1

To put it simple, it means that there is a 80 or 95 % chance that your future values will lie in the respectful shaded areas. On the other hand it also means that your point forecasts (dark blue line) have 0 % probability of realization.