I want to understand how forecast from STL function in R works. So, I am not giving any reproducible code here.
Below is the procedure that I worked on time series
I used STL decomposition on my time series.
Checked residuals component from step 1 for white noise using Box.test
Found that residuals are not white-noise. So, used ARIMA model to fit a forecasting model.
Now, my task is to compute forecast values that consist of a. Seasonal and Trend component from step 1 above b. Residuals component from ARIMA model - from step 3 above.
If I use
it gives me
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
However, I am interested in only seasonal and trend parts of forecast. How can I get seasonal trend components?
What components does constitute forecast(stl(..))