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jmg/quantreg_forecast_example.R

Last active October 10, 2017 00:19
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quantreg_forecast_example.R
library(quantreg)
airq <- airquality
#fit the quantile regression with Ozone formula
fit <- rq(Ozone ~ ., data=airquality)
#create a new dataframe with the values to forecast the Ozone
newdata <- data.frame(Solar.R=201:203, Wind=8:10, Temp=82:84, Month=9, Day=20:22)
#newdata is the parameter to tell the predict function to use the values for making the forecast
fore <- predict(fit, newdata=newdata)
#add the forecasted to the initial dataframe
newdata$Ozone <- fore
fore_newdata <- rbind(airq, newdata)
#show forecast tables
show(fore_newdata)
show(newdata)
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