generate.VECM: Generate new data from a fable model

In fable: Forecasting Models for Tidy Time Series

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 'VECM'
generate(x, new_data, specials, ...)

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()).
...	Other arguments passed to methods

See Also

fabletools::generate.mdl_df

Examples

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

fable documentation built on Sept. 25, 2024, 1:08 a.m.