Difference between forecast and predict function in R

问题

Is there any difference between the predict() and forecast() functions in R?

If yes, in which specific cases should they be used?

回答1:

Intro

• predict -- for many kinds of R objects (models). Part of the base library.
• forecast -- for time series. Part of the forecast package. (See example).

Example

#load training data
trnData = read.csv("http://www.bodowinter.com/tutorial/politeness_data.csv")

model <- lm(frequency ~ attitude + scenario, trnData)

#create test data
tstData <- t(cbind(c("H1", "H", 2, "pol", 185),
                   c("M1", "M", 1, "pol", 115),
                   c("M1", "M", 1, "inf", 118),
                   c("F1", "F", 3, "inf", 210)))

tstData <- data.frame(tstData,stringsAsFactors = F)
colnames(tstData) <- colnames(trnData)
tstData[,3]=as.numeric(tstData[,3])
tstData[,5]=as.numeric(tstData[,5])

cbind(Obs=tstData$frequency,pred=predict(model,newdata=tstData))

#forecast
x <- read.table(text='day       sum
                    2015-03-04   44           
                    2015-03-05   46           
                    2015-03-06   48           
                    2015-03-07   48           
                    2015-03-08   58           
                    2015-03-09   58           
                    2015-03-10   66           
                    2015-03-11   68           
                    2015-03-12   85           
                    2015-03-13   94           
                    2015-03-14   98           
                    2015-03-15  102           
                    2015-03-16  102           
                    2015-03-17  104           
                    2015-03-18  114', header=TRUE, stringsAsFactors=FALSE)
library(xts)
dates=as.Date(x$day,"%Y-%m-%d")
xs=xts(x$sum,dates)

library("forecast")
fit <- ets(xs)
plot(forecast(fit))
forecast(fit, h=4)

来源：https://stackoverflow.com/questions/31409591/difference-between-forecast-and-predict-function-in-r