R help - Jul 2013 - Saving forecast.Arima as data

Hi

I am setting up a simple time series model, and I need the forecast to be saved
in a format I later easily can work with/load into a database. The model will
run once a day on new input and hence I want how it has performed to be easy to
work with. The output for forecast.Arima(ts) or for example predict(ts) gives
something that is easy to read, but I haven't been able to get it into a
data.frame or as a vector or something similar.

Example: forecasting 2 variables:
> forecast.Arima(y0,h=3)
      Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
80.71          30.96 27.98 33.95 26.40 35.53
80.86          30.71 26.88 34.55 24.84 36.58
81.00          30.76 26.41 35.10 24.11 37.40
> forecast.Arima(y1,h=3)
      Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
80.71          27.98 24.63 31.33 22.85 33.11
80.86          28.07 23.79 32.36 21.52 34.63
81.00          28.09 23.27 32.90 20.72 35.45

Now I want to just extract the forecast (ex. 30.96, 30.71, 30.76) - How can I do
that?

Kind Regards,
Lasse Thorst

	[[alternative HTML version deleted]]

Hello,

Try the following.

fr <- forecast.Arima(y0,h=3)
fr[["mean"]]


Hope this helps,

Rui Barradas

Em 11-07-2013 08:04, Lasse Thorst escreveu:
> Hi
>
> I am setting up a simple time series model, and I need the forecast to be
saved in a format I later easily can work with/load into a database. The model
will run once a day on new input and hence I want how it has performed to be
easy to work with. The output for forecast.Arima(ts) or for example predict(ts)
gives something that is easy to read, but I haven't been able to get it into
a data.frame or as a vector or something similar.
>
> Example: forecasting 2 variables:
>
>> forecast.Arima(y0,h=3)
>
>        Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
> 80.71          30.96 27.98 33.95 26.40 35.53
> 80.86          30.71 26.88 34.55 24.84 36.58
> 81.00          30.76 26.41 35.10 24.11 37.40
>
>> forecast.Arima(y1,h=3)
>
>        Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
> 80.71          27.98 24.63 31.33 22.85 33.11
> 80.86          28.07 23.79 32.36 21.52 34.63
> 81.00          28.09 23.27 32.90 20.72 35.45
>
> Now I want to just extract the forecast (ex. 30.96, 30.71, 30.76) - How can
I do that?
>
> Kind Regards,
> Lasse Thorst
>
> 	[[alternative HTML version deleted]]
>
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