## Fit & forecast model
fit <- nnetar(USAccDeaths, size=2)
fcast <- forecast(fit, h=20)
plot(fcast)
if (FALSE) {
## Include prediction intervals in forecast
fcast2 <- forecast(fit, h=20, PI=TRUE, npaths=100)
plot(fcast2)
## Set up out-of-sample innovations using cross-validation
fit_cv <- CVar(USAccDeaths, size=2)
res_sd <- sd(fit_cv$residuals, na.rm=TRUE)
myinnovs <- rnorm(20*100, mean=0, sd=res_sd)
## Forecast using new innovations
fcast3 <- forecast(fit, h=20, PI=TRUE, npaths=100, innov=myinnovs)
plot(fcast3)
}
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