Hello. I am opening this issue because I have some questions regarding select_and_forecast(). In particular, I am trying to understand the code from the examples of its help page. In that case, the output object is called cbfc. Let us focus on cbfc$forecasts[[1]]. These are my questions:
What is the difference between the elements $forecast and $avgforecast?
The matrix $avgforecast has as names the fweights, but the matrix $forecast has not. Should I infer that the columns of $forecast also refer to fweights?
Do $forecast and $avgforecast represent point predictions? Are there values for the prediction intervals?
I would appreciate any clarification. Many thanks in advance.
Hello. I am opening this issue because I have some questions regarding select_and_forecast(). In particular, I am trying to understand the code from the examples of its help page. In that case, the output object is called
cbfc
. Let us focus oncbfc$forecasts[[1]]
. These are my questions:What is the difference between the elements
$forecast
and$avgforecast
?The matrix
$avgforecast
has as names thefweights
, but the matrix$forecast
has not. Should I infer that the columns of$forecast
also refer tofweights
?Do
$forecast
and$avgforecast
represent point predictions? Are there values for the prediction intervals?I would appreciate any clarification. Many thanks in advance.