Functions to extract a data.frame from some forecast objects

forecast_to_dataframe.R

ts_to_df <- function(ts_data) {
  dates <- xts:::as.Date.POSIXct(zoo::yearmon(time(ts_data)))
  values <- zoo::coredata(ts_data) |>
    tibble::as_tibble()
  tibble::tibble(date = dates) |>
    dplyr::bind_cols(values)
}

HoltWinters_to_df <- function(fcst) {
  xs <- ts_to_df(fcst$model$x) |>
    dplyr::rename(original = value)
  ys <- ts_to_df(fcst$mean) |>
    dplyr::rename(forecasted = value)

  lo_df <- fcst$lower |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Lo", .x), .cols = dplyr::where(is.numeric))
  up_df <- fcst$upper |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Up", .x), .cols = dplyr::where(is.numeric))

  dplyr::bind_rows(xs, ys) |>
    dplyr::left_join(lo_df, by = c("date")) |>
    dplyr::left_join(up_df, by = c("date"))
}


StructTS_to_df <- function(fcst) {
  xs <- ts_to_df(fcst$model$data) |>
    dplyr::rename(original = value)
  ys <- ts_to_df(fcst$mean) |>
    dplyr::rename(forecasted = value)

  lo_df <- fcst$lower |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Lo", .x), .cols = dplyr::where(is.numeric))
  up_df <- fcst$upper |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Up", .x), .cols = dplyr::where(is.numeric))

  dplyr::bind_rows(xs, ys) |>
    dplyr::left_join(lo_df, by = c("date")) |>
    dplyr::left_join(up_df, by = c("date"))
}


auto.arima_to_df <- function(fcst) {
  xs <- ts_to_df(fcst$model$x) |>
    dplyr::rename(original = value)
  ys <- ts_to_df(fcst$mean) |>
    dplyr::rename(forecasted = value)

  lo_df <- fcst$lower |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Lo", .x), .cols = dplyr::where(is.numeric))
  up_df <- fcst$upper |>
    ts_to_df() |>
    dplyr::rename_with(~ paste("Up", .x), .cols = dplyr::where(is.numeric))

  dplyr::bind_rows(xs, ys) |>
    dplyr::left_join(lo_df, by = c("date")) |>
    dplyr::left_join(up_df, by = c("date"))
}