Example using broom::augment(interval = '..') to visualize out of sample predictions

augment_interval_ex.R

## Context: https://twitter.com/grant_mcdermott/status/1293673082352099328

library(broom) ## remotes::install_github('tidymodels/broom')
library(ggplot2)

## gen fake data
set.seed(123)
x = sort(runif(100, min = 0, max = 5))
y = x^2 + rnorm(100)
dat = data.frame(x, y)

## estimate model on training sample (first 30 obs *only*)
est = lm(y ~ I(x^2), data = dat[1:30, ])

## add predictions (with interval) to data with augment()
dat = augment(est, newdata = dat, interval = 'prediction')

## Plot
ggplot(dat, aes(x, y)) +
  geom_point() +
  geom_line(aes(y = .fitted)) +
  geom_ribbon(aes(ymin = .conf.low, ymax = .conf.high), alpha = 0.2) +
  geom_vline(xintercept = x[30], lty = 2) +
  annotate('text', x = x[30], y = max(y), label = 'Training  ', hjust = 1) +
  annotate('text', x = x[30], y = max(y), label = '  Forecast', hjust = 0)