Suppressing the confidence interval

[noetsi]

I am running the R package forecast. Only part of the code I ran is shown, I can't send the data and I don't think that matters for my question.

modeltr<- Arima (mydatatr,order = c(0,1,1), seasonal= c(1,0,0))
> #forecast(modeltr, h=12)
> forecast(modeltr, h=12)

I only want the forecast not the confidence intervals this prints. I have to transfer the point forecast to excel - just that.

Does anyone know how to surpress the confidence intervals?

 

[Dason]

Some general guidance for how to figure these things out. If you haven't already look at the help file for forecast to see if there is a way to suppress that.

?forecast

There is the limit parameter but it doesn't allow for removing the limits entirely. So it kind of looks like you can't disable which is fine. Let's take a look at how the object itself is stored. So first make sure you save the output

fc <- forecast(modeltr, h = 12)

Then from there check out the structure of the object

str(fc)

You didn't provide any sample data so I just used mtcars$mpg as my "series".

> str(fc)
List of 10
 $ method   : chr "ARIMA(0,1,1)"
 $ model    :List of 18
  ..$ coef     : Named num -0.0852
  .. ..- attr(*, "names")= chr "ma1"
  ..$ sigma2   : num 37.4
  ..$ var.coef : num [1, 1] 0.0309
  .. ..- attr(*, "dimnames")=List of 2
  .. .. ..$ : chr "ma1"
  .. .. ..$ : chr "ma1"
  ..$ mask     : logi TRUE
  ..$ loglik   : num -99.6
  ..$ aic      : num 203
  ..$ arma     : int [1:7] 0 1 0 0 1 1 0
  ..$ residuals: Time-Series [1:32] from 1 to 32: 2.10e-02 1.78e-06 1.80 -1.25 -2.81 ...
  ..$ call     : language Arima(y = mtcars$mpg, order = c(0, 1, 1), seasonal = c(1, 0, 0))
  ..$ series   : chr "mtcars$mpg"
  ..$ code     : int 0
  ..$ n.cond   : int 0
  ..$ nobs     : int 31
  ..$ model    :List of 10
  .. ..$ phi  : num(0) 
  .. ..$ theta: num -0.0852
  .. ..$ Delta: num 1
  .. ..$ Z    : num [1:3] 1 0 1
  .. ..$ a    : num [1:3] 6.4 -0.513 15
  .. ..$ P    : num [1:3, 1:3] 0.00 0.00 5.01e-22 0.00 0.00 ...
  .. ..$ T    : num [1:3, 1:3] 0 0 1 1 0 0 0 0 1
  .. ..$ V    : num [1:3, 1:3] 1 -0.08519 0 -0.08519 0.00726 ...
  .. ..$ h    : num 0
  .. ..$ Pn   : num [1:3, 1:3] 1.00 -8.52e-02 3.94e-23 -8.52e-02 7.26e-03 ...
  ..$ aicc     : num 204
  ..$ bic      : num 206
  ..$ x        : Time-Series [1:32] from 1 to 32: 21 21 22.8 21.4 18.7 18.1 14.3 24.4 22.8 19.2 ...
  ..$ fitted   : Time-Series [1:32] from 1 to 32: 21 21 21 22.6 21.5 ...
  ..- attr(*, "class")= chr [1:3] "forecast_ARIMA" "ARIMA" "Arima"
 $ level    : num [1:2] 80 95
 $ mean     : Time-Series [1:12] from 33 to 44: 20.9 20.9 20.9 20.9 20.9 ...
 $ lower    : Time-Series [1:12, 1:2] from 33 to 44: 13.05 10.27 8.07 6.2 4.55 ...
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : NULL
  .. ..$ : chr [1:2] "80%" "95%"
 $ upper    : Time-Series [1:12, 1:2] from 33 to 44: 28.7 31.5 33.7 35.6 37.2 ...
  ..- attr(*, "dimnames")=List of 2
  .. ..$ : NULL
  .. ..$ : chr [1:2] "80%" "95%"
 $ x        : Time-Series [1:32] from 1 to 32: 21 21 22.8 21.4 18.7 18.1 14.3 24.4 22.8 19.2 ...
 $ series   : chr "mtcars$mpg"
 $ fitted   : Time-Series [1:32] from 1 to 32: 21 21 21 22.6 21.5 ...
 $ residuals: Time-Series [1:32] from 1 to 32: 2.10e-02 1.78e-06 1.80 -1.25 -2.81 ...
 - attr(*, "class")= chr "forecast"

So it looks like the output is actually a list. So what we were seeing in the console is probably just a specialized print function for objects with a class of "forecast". But we can just get the predictions directly from this object.

Looking through the structure it looks like what we want is the "mean" values so

fc$mean

is the values you want. You can save that however you want and then write it out to a csv.

 

[noetsi]

thanks a lot dason. I have been applying for a job this week and it was very time consuming.