Univariate forecasting with ridge2f in ahead

library(ahead)

## Loading required package: foreach

## Loading required package: snow

## Loading required package: forecast

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

## Loading required package: ggplot2

## Loading required package: tseries

library(forecast)

x <- fdeaths 
xreg <- ahead::createtrendseason(x)
(z <- ahead::ridge2f(x, xreg = xreg, h=20))

##          Point Forecast    Lo 95    Hi 95
## Jan 1980       727.0474 594.8211 859.2737
## Feb 1980       778.9497 646.7234 911.1760
## Mar 1980       701.0087 568.7824 833.2350
## Apr 1980       588.5904 456.3641 720.8167
## May 1980       483.9718 351.7455 616.1981
## Jun 1980       406.7422 274.5159 538.9685
## Jul 1980       349.2954 217.0691 481.5217
## Aug 1980       332.8913 200.6650 465.1176
## Sep 1980       329.7575 197.5312 461.9838
## Oct 1980       369.1545 236.9282 501.3808
## Nov 1980       463.0344 330.8081 595.2607
## Dec 1980       589.5833 457.3570 721.8096
## Jan 1981       716.8333 584.6070 849.0596
## Feb 1981       762.7985 630.5722 895.0248
## Mar 1981       691.7455 559.5192 823.9718
## Apr 1981       581.9940 449.7677 714.2203
## May 1981       478.6300 346.4037 610.8563
## Jun 1981       400.9575 268.7312 533.1838
## Jul 1981       339.2549 207.0286 471.4812
## Aug 1981       318.8176 186.5913 451.0439

autoplot(z)

x <- USAccDeaths
xreg <- ahead::createtrendseason(x)
(z <- ahead::ridge2f(x, xreg = xreg, h=20))

##          Point Forecast    Lo 95     Hi 95
## Jan 1979       7997.208 7149.621  8844.795
## Feb 1979       7515.190 6667.603  8362.777
## Mar 1979       7514.466 6666.879  8362.053
## Apr 1979       8284.379 7436.792  9131.966
## May 1979       8960.748 8113.161  9808.335
## Jun 1979       9478.831 8631.244 10326.418
## Jul 1979       9465.568 8617.982 10313.155
## Aug 1979       8884.225 8036.638  9731.812
## Sep 1979       8317.634 7470.047  9165.221
## Oct 1979       8510.196 7662.610  9357.783
## Nov 1979       8533.745 7686.159  9381.332
## Dec 1979       8318.193 7470.607  9165.780
## Jan 1980       7916.457 7068.870  8764.044
## Feb 1980       7532.738 6685.151  8380.325
## Mar 1980       7510.071 6662.484  8357.658
## Apr 1980       8260.398 7412.811  9107.985
## May 1980       8907.931 8060.345  9755.518
## Jun 1980       9406.964 8559.377 10254.550
## Jul 1980       9389.390 8541.803 10236.976
## Aug 1980       8802.501 7954.914  9650.087

autoplot(z)