Forecast a Bridge Model

Forecast the target variable from a fitted bridge() model.

Usage

# S3 method for class 'bridge'
forecast(object, xreg = NULL, level = c(80, 95), ...)

# S3 method for class 'bridge_forecast'
print(x, ...)

Arguments

object

A "bridge" object returned by bridge().

xreg

Optional future regressors in a tsbox::ts_boxable() format. When omitted, the forecast regressor set stored inside object is used. When supplied, xreg must contain the same non-target regressors used when fitting the bridge equation.

level

Prediction interval levels used when the model was estimated with se = TRUE. When uncertainty is unavailable, forecast() still returns the se, lower, and upper components, filled with NA.

...

Unused.

x

A "bridge_forecast" object returned by forecast.bridge().

Value

An object of class "bridge_forecast" and "forecast" containing point forecasts, predictive uncertainty summaries, the target-period regressors used for forecasting, and optional full-system bootstrap metadata.

x, invisibly.