fable (version 0.4.0)

forecast.VAR: Forecast a model from the fable package

Description

Produces forecasts from a trained model.

Usage

# S3 method for VAR
forecast(
  object,
  new_data = NULL,
  specials = NULL,
  bootstrap = FALSE,
  times = 5000,
  ...
)

Value

A list of forecasts.

Arguments

object

A model for which forecasts are required.

new_data

A tsibble containing the time points and exogenous regressors to produce forecasts for.

specials

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

bootstrap

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

times

The number of sample paths to use in estimating the forecast distribution when bootstrap = TRUE.

...

Other arguments passed to methods

Examples

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  forecast()