R help - Jan 2016 - Updating a Time Series After Forecast()

Dear All,
Perhaps I am drowning in a cup of water, since I am positive that the
answer will be a one-liner.
Consider the following short script


########################################################
library(forecast)

ts2<-structure(c(339130, 356462, 363234, 378179, 367864, 378337, 392157,
402153, 376361, 392204, 403483, 414034, 391967, 406067, 419464,
434913, 410102, 424795, 437073, 448827, 415569, 430561, 444719,
455764, 419892, 444190, 454648, 466312, 439922, 448963, 465153,
475621, 445502, 457198, 473573, 485764, 463895, 470274, 484390,
490678, 478003, 483570, 499141, 509216, 481395, 492345, 511184,
513420, 483757, 490884, 514966, 515457, 497614, 510139, 523467,
526406, 499784, 519033, 532009, 531260, 521539, 532590, 553118,
557725, 548321, 556832, 578087, 578120, 566116, 580571, 587993,
569985, 534326, 539641, 564824, 568445, 558614, 570192, 594584,
598305, 593769, 598278, 620147, 615884, 611033, 609304, 630458,
624325, 614356, 627192, 649324, 645988, 642965, 645125, 669471,
665529, 664248, 669670, 694719), na.action = structure(1:64, class
"omit"), .Tsp = c(1991,
2015.5, 4), class = "ts")

fit2 <- auto.arima(ts2, approximation=FALSE,trace=FALSE)

pred2 <- forecast(fit2, h=2)

#######################################################

So, I have an original quarterly time series ts2 and a forecast for 2
quarters pred2.

I would like to combine ts2 and pred2 (just the prediction) into a new
time series (in other words, just stretch a bit ts2).
How can I do that?
Many thanks

Lorenzo

> On 14 Jan 2016, at 22:36, Lorenzo Isella <lorenzo.isella at
gmail.com> wrote:
> 
> Dear All,
> Perhaps I am drowning in a cup of water, since I am positive that the
> answer will be a one-liner.
> Consider the following short script
> 
> 
> ########################################################
> library(forecast)
> 
> ts2<-structure(c(339130, 356462, 363234, 378179, 367864, 378337, 392157,
> 402153, 376361, 392204, 403483, 414034, 391967, 406067, 419464,
> 434913, 410102, 424795, 437073, 448827, 415569, 430561, 444719,
> 455764, 419892, 444190, 454648, 466312, 439922, 448963, 465153,
> 475621, 445502, 457198, 473573, 485764, 463895, 470274, 484390,
> 490678, 478003, 483570, 499141, 509216, 481395, 492345, 511184,
> 513420, 483757, 490884, 514966, 515457, 497614, 510139, 523467,
> 526406, 499784, 519033, 532009, 531260, 521539, 532590, 553118,
> 557725, 548321, 556832, 578087, 578120, 566116, 580571, 587993,
> 569985, 534326, 539641, 564824, 568445, 558614, 570192, 594584,
> 598305, 593769, 598278, 620147, 615884, 611033, 609304, 630458,
> 624325, 614356, 627192, 649324, 645988, 642965, 645125, 669471,
> 665529, 664248, 669670, 694719), na.action = structure(1:64, class >
"omit"), .Tsp = c(1991,
> 2015.5, 4), class = "ts")
> 
> fit2 <- auto.arima(ts2, approximation=FALSE,trace=FALSE)
> 
> pred2 <- forecast(fit2, h=2)
> 
> #######################################################
> 
> So, I have an original quarterly time series ts2 and a forecast for 2
> quarters pred2.
> 
> I would like to combine ts2 and pred2 (just the prediction) into a new
> time series (in other words, just stretch a bit ts2).
> How can I do that?
A possible way is this

ts3 <- ts(c(ts2,pred2$mean),start=start(ts2),frequency=frequency(ts2))

Most  likely there are more ways of getting what you want.

Berend
> Many thanks
> 
> Lorenzo
> 
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