Dear R-experts, I write to you to know if somebody is aware of a R package (or function) able to plot graphs for extrapolation.
I need to be clear on what extrapolation really is to me. It is when we use the model for X variables outside the range of X variables that were used to construct the model and estimates. What I am really looking for is that beyond confidence intervals for predictions for the one estimated model, I want intervals that reflect the uncertainty over the models that could have fit the data as well. I know that Clive Granger worried about this a lot, and wrote a few papers (he called them 'thick' confidence intervals, taking into account model uncertainty). I found AUTOBOX software (https://autobox.com/cms/) allowing multiple time series to be modeled as possible inputs without requiring time as a possible predictor thus it can reproduce ordinary regression. More precisely, I am looking for an R package (or function) able to produce the same 4 graphs (done with AUTOBOX) in the answer here : https://stats.stackexchange.com/questions/327454/right-way-to-extrapolate-data Best, ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
