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I was using the hts R package for hierarchical forecasting and I want to obtain or extract the forecasted values into a data frame, for example:

library(hts)
data <- window(htseg2, start = 1992, end = 2002)
test <- window(htseg2, start = 2003)
fcasts <- as.data.frame(forecast(data, h = 5, method = "bu"))
plot(fcasts)

enter image description here which plots the forecasted values in dotted lines, implying that somehow they can be extracted however, the fcasts object does not store such information.

Thank you

Aureon
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1 Answers1

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The forecasts are saved efficiently, but if you want all of them, they can be computed using allts() and then converted to a data frame as follows.

as.data.frame(allts(forecast(data, h = 5, method = "bu")))
Rob Hyndman
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