[R] Plotting extrapolation with R like AUTOBOX does

[varin sacha]

Dear R-experts,

I write to you to know if somebody is aware of a R package (or function) able to plot graphs for extrapolation.

I need to be clear on what extrapolation really is to me. It is when we use the model for X variables outside the range of X variables that were used to construct the model and estimates. 

What I am really looking for is that beyond confidence intervals for predictions for the one estimated model, I want intervals that reflect the uncertainty over the models that could have fit the data as well. I know that Clive Granger worried about this a lot, and wrote a few papers (he called them 'thick' confidence intervals, taking into account model uncertainty).

I found AUTOBOX software (https://autobox.com/cms/) allowing multiple time series to be modeled as possible inputs without requiring time as a possible predictor thus it can reproduce ordinary regression.

More precisely, I am looking for an R package (or function) able to produce the same 4 graphs (done with AUTOBOX) in the answer here : https://stats.stackexchange.com/questions/327454/right-way-to-extrapolate-data

Best,