Prediction interval for new data from a fitted model

Internal: the csfmt_rts_data_v1 table method of short_term_trend() uses it for its forecast.

Usage

prediction_interval(object, newdata, alpha = 0.05, z = NULL, ...)

Arguments

object

A fitted model.

newdata

A data.frame of covariates.

alpha

The two-sided significance level.

z

The normal quantile. When given, it replaces alpha: z = 1.96 equals alpha = 0.05.

...

Passed to the method.

Value

A data.table with one row per row of newdata: lower, point and upper, on the response scale.