tbats forecastor — tbats_forecastor • kassandr

Envelope function that forecasts tbats model

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

Arguments

fit	fitted tbats model
test_sample	not used by tbats 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 tbats model
h	forecasting horizon
frequency	time series frequency. not used by tbats model

Value

forecast object

Details

Envelope function that forecasts tbats model.

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)
#> Using `date` as index variable.
fit = arima_estimator(train_sample, "y", "p=2,d=0,q=0")
tbats_forecastor(fit, h = 2)
#>          Point Forecast     Lo 80    Hi 80     Lo 95    Hi 95
#> 2447.429      -0.404963 -2.371071 1.561145 -3.411865 2.601939
#> 2447.571      -0.404963 -2.371071 1.561145 -3.411865 2.601939