Generate new data from a fable model

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 the time points and exogenous regressors to produce forecasts for.
specials: (passed by fabletools::forecast.mdl_df()).
bootstrap: If TRUE, then forecast distributions are computed using simulation with resampled errors.
...: Other arguments passed to methods

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>  <chr> <dbl>  <dbl>
#> 1 nn     1      1961 33926.
#> 2 nn     1      1962 34189.

Arguments

See also

Examples