I have a data set and I am using auto.arima in forecast package to do the forecasting. I want to save the forecast results into a matrix for further analysis. I make an empty data frame before doing the analysis using the following line of code:
predictions <- data.frame(point = numeric(), Lo80= numeric(), High80= numeric(), Lo95= numeric(), High95= numeric())
And then I want to add forecasts for (ie. 7 days ) to this data frame by using the following lines of code:
model <- auto.arima(x)
pred <- forecast(model,h=7,l=c(50,80))
for (kk in 1:7){
predictions <- rbind(predictions, data.frame(point = pred[kk,1], Lo50= pred[kk,2], High50= pred[kk,3], Lo80= pred[kk,4], High80= pred[kk,5])}
However I am getting an error and the reason is that the pred values are not in a matrix format and there is no dimension defined for them. Is there anyway that I can store the results as I desire. A sample of "pred" is as follows:
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
53.14286 19.84681 6.384444 33.30918 -0.742103
53.42857 24.46304 10.016633 38.90945 2.369167
summary(pred) will give you a data.frame like you want, and you can convert it to a matrix using as.matrix.
library(forecast)
model <- auto.arima(WWWusage)
pred <- forecast(model, h=7, level=c(50,80))
predDF <- summary(pred)
predMatrix <- as.matrix(predDF)