generate.VAR: Generate new data from a fable model
Description
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.
Usage
# S3 method for VAR
generate(x, new_data, specials, ...)
Arguments
x
A fitted model.
new_data
A tsibble containing the time points and exogenous regressors to produce forecasts for.