## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set(collapse = TRUE, comment = "#>", fig.width = 7, fig.height = 4) ## ----------------------------------------------------------------------------- library(foresightr) path <- system.file("extdata", "piaui_revenue.csv", package = "foresightr") data <- read.csv(path, comment.char = "#") # BRL million, monthly from March 2017 fpe <- ts(data$fpe / 1e6, start = c(2017, 3), frequency = 12) ## ----------------------------------------------------------------------------- bt <- backtest(fpe, origins = 36, horizon = 12) bt$origins bt$first_origin # position of the first period forecast ## ----------------------------------------------------------------------------- acc <- bt$candidates[[bt$best]]$accuracy acc[c(1, 3, 6, 12), ] ## ----------------------------------------------------------------------------- autoplot(bt, "accuracy") ## ----------------------------------------------------------------------------- bt$ranking[order(bt$ranking$score), c("name", "score")][1:5, ] ## ----fig.height = 4.5--------------------------------------------------------- autoplot(bt, "ranking") ## ----------------------------------------------------------------------------- bt$candidates[[bt$best]]$bands[c(1, 6, 12), ] bt$forecast[c(1, 6, 12), ] ## ----------------------------------------------------------------------------- dim(bt$candidates[[bt$best]]$trajectories) ## ----------------------------------------------------------------------------- total_forecast(bt, 6) ## ----------------------------------------------------------------------------- colSums(bt$forecast[1:6, c("mean", "lower_80", "upper_80")]) ## ----------------------------------------------------------------------------- autoplot(bt) ## ----------------------------------------------------------------------------- autoplot(bt, candidate = "seasonal_naive") + ggplot2::labs(caption = "Source: Siconfi/STN, RREO Anexo 03")