generate function

Generate responses from a mable

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

## 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

Returns

A vital object with simulated values.

Details

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

Examples

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

Author(s)

Rob J Hyndman and Mitchell O'Hara-Wild