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]