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.

# S3 method for NNETAR
generate(x, new_data, specials = NULL,
  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

Examples

as_tsibble(airmiles) %>% model(nn = NNETAR(box_cox(value, 0.15))) %>% generate()
#> # A tsibble: 2 x 4 [1Y] #> # Key: .model, .rep [1] #> .model .rep index .sim #> <chr> <int> <dbl> <dbl> #> 1 nn 1 1961 32471. #> 2 nn 1 1962 33257.