generate.VECM {fable} | R Documentation |
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.
## S3 method for class 'VECM'
generate(x, new_data, specials, ...)
x |
A fitted model. |
new_data |
A tsibble containing the time points and exogenous regressors to produce forecasts for. |
specials |
(passed by |
... |
Other arguments passed to methods |
as_tsibble(USAccDeaths) %>%
model(ETS(log(value) ~ season("A"))) %>%
generate(times = 100)