generate: Generate responses from a mable

In vital: Tidy Analysis Tools for Mortality, Fertility, Migration and Population Data

Generate responses from a mable

Description

Use a fitted model to simulate future data with similar behaviour to the response.

Usage

## S3 method for class 'mdl_vtl_df'
generate(x, new_data = NULL, h = NULL, bootstrap = FALSE, times = 1, ...)

Arguments

x	A mable.
new_data	Future data needed for generation (should include the time index and exogenous regressors)
h	The simulation horizon (can be used instead of new_data for regular time series with no exogenous regressors).
bootstrap	If TRUE, then forecast distributions are computed using simulation with resampled errors.
times	The number of replications.
...	Additional arguments

Details

Innovations are sampled by the model's assumed error distribution. If bootstrap is TRUE, innovations will be sampled from the model's residuals.

Value

A vital object with simulated values.

Author(s)

Rob J Hyndman and Mitchell O'Hara-Wild

Examples

aus_mortality |>
  dplyr::filter(State == "Victoria") |>
  model(lc = LC(Mortality)) |>
  generate(times = 3, bootstrap = TRUE)

vital documentation built on June 22, 2024, 9:56 a.m.