Seasonal naive forecast

$$\hat{y}_{T+h|T} = y_{T+h-m(k+1)},\ k=\lfloor (h-1)/m \rfloor$$ Hyndman & Athanasopoulos, FPP 3rd ed., Sec. 5.2.

Usage

Snaivefc(y, m, h = 1L)

Arguments

y

Observed series.

m

Seasonal period.

h

Forecast horizon.

Value

Named list with estimate, m, residual_sd, n, method.

References

Hyndman & Athanasopoulos, FPP3, Sec. 5.2.

Examples

Snaivefc(y = c(1, 2, 3, 4, 5, 6, 7, 8), m = 5L)
#> $estimate
#> [1] 4
#> 
#> $m
#> [1] 5
#> 
#> $residual_sd
#> [1] 0
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "Seasonal naive y_{T+h-m(k+1)} -- Hyndman & Athanasopoulos, FPP3 Sec. 5.2"
#>