how to change the confidence level

[FelipeCarrillo]

I am trying to change the confidence level but conf.int.value gets ignored. Is there a workaround?
No matter what level I put, it gets ignored.

library(forecast)
library(ggfortify)
d.arima <- auto.arima(AirPassengers)
autoplot(d.arima, predict=predict(d.arima,n.ahead=3),ts.colour = 'blue', predict.colour = 'blue',
predict.linetype = 'dashed', conf.int = TRUE,conf.int.value=0.99)

[terrytangyuan]

Thanks for filing the issue! Have you observed similar behavior for other arguments as well?

[MonicaFialho]

Hi

I'm having the same issue with the parameter conf.int.type.

autoplot(acf(AirPassengers, plot = FALSE), conf.int.type = 'ma')

returns the following warning message:
Ignoring unknown parameters: conf.int.type

[FelipeCarrillo]

Any update on this question?

[terrytangyuan]

@MonicaFialho I am not able to reproduce your issue. autoplot(acf(AirPassengers, plot = FALSE), conf.int.type = 'ma') works as expected. Could you try again and share the version of ggfortify and related packages if this is still an issue?

[terrytangyuan]

@FelipeCarrillo Looks like the confidence interval cannot be specified as part of autoplot(). Instead, it should be specified in level argument as part of forecast::forecast(level=c(85)), for example:

d.arima <- forecast::auto.arima(AirPassengers)
# Use different (confidence) levels
autoplot(forecast::forecast(d.arima, level = c(85), h = 10))
autoplot(forecast::forecast(d.arima, level = c(99), h = 10))

You should be able to see different plots by modifying the confidence levels through level argument.

[MonicaFialho]

@terrytangyuan , I tried again, with ggfortify v0.4.10 and v0.4.11, and the result now is:

autoplot(acf(AirPassengers, plot = FALSE), conf.int.type = 'ma')
Warning message:
In confint.acf(model, ci = conf.int.value, ci.type = conf.int.type) :
can use ci.type="ma" only if first lag is 0

[terrytangyuan]

@MonicaFialho I guess the issue is that your model does not work with that particular confidence type then as it requires to have first lag that's equal to 0.