Auto Arima from data.frame embedding forecast in actuals

AutoArima.R

##
## Wrap forecast auto.arima(..) and forecast(..) into a data.frame 
## Embeds the forecast into the data.frame
##
## Allow passing an EndDate so that the forecast can start mid-actuals 
## (helps with visualization and exaplantion) 
##
## Usage:
## Forecast.df <- AutoArimaForecast(Monthly.df, # DataFrame with 
##                                  H = 6,      # Predict 6 months forward   
##                                  ValueCol = "Purchases",  # name of value to predict
##                                  DateCol = "Month",       # datecolumn 
##                                  EndDate = ymd("2015-05-01"), # predict from start of month 
##                                  Freq = "month")  # monhtly not daily
##
## AutoArimaForecastPlot(Forecast.df, 
##                       "Month",     # Date Column
##                       "Purchases", # Actuals Column 
##                       "lightgreen") # colour for predicted range
##

AutoArimaForecast <- function(DF, 
                              H,
                              ValueCol = "Bookings",
                              DateCol = "Date",
                              Freq = c("day", "month"), 
                              EndDate = NULL,
                              ...) {
  
  if (Freq == "month") {
    
    ## Monthly Data, Season = 12 month per year
    Interval <- months
    .F <- 12
  } else if (Freq == "day") {
    
    ## Daily Data, Season = 7 days per week
    Interval <- days
    .F <- 7
  }
  
  # If
  if (is.null(EndDate)) {
    TimeSpan <- nrow(DF)
    df <- DF
    EndDate <- max(DF[[DateCol]])
  } else {
    
    #TimeSpan <- interval(StartDate, EndDate) %/% Interval(1) + 1
    df <- DF[DF[[DateCol]] <= EndDate,]
  }
  
  ## Create the timeseries
  ## Fit the model and 
  ## Forecast
  Ts <- ts(df[[ValueCol]], frequency = .F)
  Mdl <- auto.arima(Ts, ...)
  Fcast <- forecast(Mdl, h = H)
  
  ## Paste Forecast back into the DataFrame
  Forecast <- as.data.frame(Fcast)
  names(Forecast) <- c("Forecast", "lower.80", "upper.80", "lower.95", "upper.95")
  Forecast[[DateCol]] <- EndDate + Interval(1:H)
  
  full_join(DF, Forecast, by = DateCol)
}


AutoArimaForecastPlot <- function(DF, 
                                  xcol, 
                                  ycol, 
                                  .color = "red",
                                  .xlim = NULL) {

  p <- ggplot(aes_string(xcol, ycol), data = DF) +
  geom_line() +
  geom_point(shape=1) + 
  geom_line(aes_string(y=Forecast), color = .color) + 
  geom_point(aes(y=Forecast), color = .color) + 
  geom_ribbon(aes(ymin=lower.95, ymax=upper.95), fill = .color, alpha=0.25) + 
  geom_ribbon(aes(ymin=lower.80, ymax=upper.80), fill = .color, alpha=0.25) + 
  theme_classic()
  
  if (! is.null(.xlim)) {
    p <- p + xlim(.xlim)
  }
  
  p
  
}