ets_forecastor: ets forecastor

In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Description

Envelope function that forecasts ets model

Usage

ets_forecastor(
  fit,
  test_sample = NA,
  predicted = "",
  predicted_ = "",
  options = "",
  predictors = "",
  h = 1,
  frequency = 1
)

Arguments

fit	fitted ets model
test_sample	not used by ets model
predicted	name of all the predicted variables. Not used as is determined by the fit.
predicted_	name of the perdicted variable. Not used as is determined by the fit.
options	character with options separated by comma not supparted
predictors	not supported by ets model
h	forecasting horizon
frequency	time series frequency. not used by ets model

Details

Envelope function that forecasts ets model.

Value

forecast object

Examples

train_sample = tsibble::tsibble(date = lubridate::ymd("2017-01-01") + months(0:99),
    y = arima.sim(n = 100, model = list(ar = 0.7)), x = 1:100)
fit = arima_estimator(train_sample, "y", "p=2,d=0,q=0")
ets_forecastor(fit, h = 2)

kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.