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Possible future sample paths (multi-step) from smimodel residuals

Source: R/prediction_intervals.R
possibleFutures_smimodel.Rd

Generates possible future sample paths (multi-step) using residuals of a fitted smimodel through recursive forecasting.

Usage

possibleFutures_smimodel(
  object,
  newdata,
  bootstraps,
  exclude.trunc = NULL,
  recursive_colRange
)

Arguments

object

A smimodel object.

newdata

The set of new data on for which the forecasts are required (i.e. test set; should be a tsibble).

bootstraps

Generated matrix of bootstrapped residual series.

exclude.trunc

The names of the predictor variables that should not be truncated for stable predictions as a character string.

recursive_colRange

The range of column numbers in newdata to be filled with forecasts.

Value

A list containing the following components:

firstFuture

A numeric vector of 1-step-ahead simulated futures.

future_cols

A list of multi-steps-ahead simulated futures, where each list element corresponds to each 1-step-ahead simulated future in firstFuture.