R: Generate new data from a fable model

generate.ETS {fable} | R Documentation

## Generate new data from a fable model

### Description

Simulates future paths from a dataset using a fitted model. Innovations are sampled by the model's assumed error distribution. If `bootstrap` is `TRUE`, innovations will be sampled from the model's residuals. If `new_data` contains the `.innov` column, those values will be treated as innovations.

### Usage

    ## S3 method for class 'ETS'
    generate(x, new_data, specials, bootstrap = FALSE, ...)

### Arguments

`x` | A fitted model.
`new_data` | A `tsibble` containing future information used to forecast.
`specials` | (passed by `fabletools::forecast.mdl_df()`).
`bootstrap` | If `TRUE`, then forecast distributions are computed using simulation with resampled errors.
`...` | Additional arguments for forecast model methods.

### See Also

`fabletools::generate.mdl_df`

### Examples

    as_tsibble(USAccDeaths) %>%
      model(ETS(log(value) ~ season("A"))) %>%
      generate(times = 100)

[Package fable version 0.3.0 Index]