Search code examples
rets

How to get the actual forecasts from ets function?

Suppose I'm using the ets function from the forecast package in R and I've fit the model to a single time series t with something like

ets_model = ets(t)
fcast = forecast(ets_model, h=1)

I can see the forecast if I type fcast in the console, but how do I actually extract this value so I can use it as part of a program? I've been searching through the contents of str(fcast) and can't find the actual forecast anywhere.

Solution

  • It is fcast$mean:

    fcast <- forecast(ets(rnorm(20)), h = 1)
fcast
#    Point Forecast      Lo 80     Hi 80     Lo 95    Hi 95
# 21    -0.06945796 -0.9153854 0.7764694 -1.363192 1.224276
fcast$mean
# Time Series:
# Start = 21 
# End = 21 
# Frequency = 1 
# [1] -0.06945796