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fable (version 0.3.2)

generate.AR: 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 AR
generate(x, new_data = NULL, specials = NULL, bootstrap = FALSE, ...)

Arguments

x

A fitted model.

new_data

A tsibble containing future information used to forecast.

specials

(passed by fabletools::forecast.mdl_df()).

bootstrap

If TRUE, then forecast distributions are computed using simulation with resampled errors.

...

Additional arguments for forecast model methods.

See Also

fabletools::generate.mdl_df

Examples

Run this code
as_tsibble(lh) %>%
  model(AR(value ~ order(3))) %>%
  generate()

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