View source: R/simulate_etsbased.R
sim_etsbased | R Documentation |
simulate multiple time series for a given series based on ETS models
sim_etsbased( y, Nsim, Combine = TRUE, M = TRUE, Future = FALSE, Length = NA, extralength = NA )
y |
a time series or M-competition data time series (Mcomp) |
Nsim |
number of time series to simulate |
Combine |
if TRUE, training and test data in the M-competition data are combined and generate a time series corresponds to the full length of the series. Otherwise, it generate a time series based on the training period of the series. |
M |
if TRUE, y is considered to be a Mcomp data object |
Future |
if future=TRUE, the simulated observations are conditional on the historical observations. In other words, they are possible future sample paths of the time series. But if future=FALSE, the historical data are ignored, and the simulations are possible realizations of the time series model that are not connected to the original data. |
Length |
length of the simulated time series. If future = FALSE, the Length agument should be NA. |
extralength |
extra length need to be added for simulated time series |
A list of time series.
Thiyanga Talagala
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.