Internal function for estimating prediction intervals from ARIMAX model
Usage
get_arima_pi(arima_mod, quantile_levels, h = 3, xreg = NULL)
Arguments
- arima_mod
ARIMAX model object
- quantile_levels
quantile levels to estimate for the prediction intervals. Numeric 0-1
- h
Arima forecast horizon, in months. Default = 3
- xreg
corresponds to exogeneous variables in ARIMAX model (optional)
Value
data.frame of prediction intervals with columns date, prediction,
quantile, and quant_long. Only for assessment data.