Ivan Svetunkov puts on the forecasting hat:
I have been asked recently by a colleague of mine how to extract the variance from a model estimated using adam() function from the smooth package in R. The problem was that that person started reading the source code of the forecast.adam() and got lost between the lines (this happens to me as well sometimes). Well, there is an easier solution, and in this post I want to summarise several methods that I have implemented in the smooth package for forecasting functions. In this post I will focus on the adam() function, although all of them work for es() and msarima() as well, and some of them work for other functions (at least as for now, for smooth v4.1.0). Also, some of them are mentioned in the Cheat sheet for adam() function of my monograph (available online).
Read on to learn more. H/T R-Bloggers.