Forecasts h steps ahead with a BATS model. Prediction intervals are also produced.

# S3 method for bats
forecast(object, h, level = c(80, 95), fan = FALSE, biasadj = NULL, ...)

# S3 method for tbats
forecast(object, h, level = c(80, 95), fan = FALSE, biasadj = NULL, ...)

## Arguments

object An object of class "bats". Usually the result of a call to bats. Number of periods for forecasting. Default value is twice the largest seasonal period (for seasonal data) or ten (for non-seasonal data). Confidence level for prediction intervals. If TRUE, level is set to seq(51,99,by=3). This is suitable for fan plots. Use adjusted back-transformed mean for Box-Cox transformations. If TRUE, point forecasts and fitted values are mean forecast. Otherwise, these points can be considered the median of the forecast densities. Other arguments, currently ignored.

## Value

An object of class "forecast".

The function summary is used to obtain and print a summary of the results, while the function plot produces a plot of the forecasts and prediction intervals.

The generic accessor functions fitted.values and residuals extract useful features of the value returned by forecast.bats.

An object of class "forecast" is a list containing at least the following elements:

model

A copy of the bats object

method

The name of the forecasting method as a character string

mean

Point forecasts as a time series

lower

Lower limits for prediction intervals

upper

Upper limits for prediction intervals

level

The confidence values associated with the prediction intervals

x

The original time series (either object itself or the time series used to create the model stored as object).

residuals

Residuals from the fitted model.

fitted

Fitted values (one-step forecasts)

## References

De Livera, A.M., Hyndman, R.J., & Snyder, R. D. (2011), Forecasting time series with complex seasonal patterns using exponential smoothing, Journal of the American Statistical Association, 106(496), 1513-1527.

bats, tbats,forecast.ets.

## Author

Slava Razbash and Rob J Hyndman

## Examples


if (FALSE) {
fit <- bats(USAccDeaths)
plot(forecast(fit))

taylor.fit <- bats(taylor)
plot(forecast(taylor.fit))
}