Extract data from a by-timeseries object - r

Question

Let's start from the end: the R output will be read in Tableau to create a dashboard, and therefore I need the R output to look like in a certain way. With that in mind, I'm starting with a data frame in R with n groups of time series. I want to run auto.arima (or another forecasting method from package forecast) on each by group. I'm using the by function to do that, but I'm not attached to that approach, it's just what seemed to do the job for an R beginner like me.
The output I need would append a (say) 1 period forecast to the original data frame, filling in the date (variable t) and by variable (variable class).
If possible I'd like the approach to generalize to multiple by variables (i.e class_1,...class_n,).
#generate fake data
t<-seq(as.Date("2012/1/1"), by = "month", length.out = 36)
class<-rep(c("A","B"),each=18)
set.seed(1234)
metric<-as.numeric(arima.sim(model=list(order=c(2,1,1),ar=c(0.5,.3),ma=0.3),n=35))
df <- data.frame(t,class,metric)
df$type<-"ORIGINAL"
#sort of what I'd like to do
library(forecast)
ts<-ts(df$metric)
ts<-by(df$metric,df$class,auto.arima)
#extract forecast and relevant other pieces of data
#???
#what I'd like to look like
t<-as.Date(c("2013/7/1","2015/1/1"))
class<-rep(c("A","B"),each=1)
metric<-c(1.111,2.222)
dfn <- data.frame(t,class,metric)
dfn$type<-"FORECAST"
dfinal<-rbind(df,dfn)
I'm not attached to the how-to, as long as it starts with a data frame that looks like what I described, and outputs a data frame like the output I described.

Answer 1

Your description is a little vague, but something along these lines should work:
library(data.table)
dt = data.table(df)
dt[, {result = auto.arima(metric);
rbind(.SD,
list(seq(t[.N], length.out = 2, by = '1 month')[2], result$sigma2, "FORECAST"))},
by = class]
I arbitrarily chose to fill in the sigma^2, since it wasn't clear which variable(s) you want there.