sim_etsbased {seer}

Simulate time series based on ETS models

Description

simulate multiple time series for a given series based on ETS models

Usage

sim_etsbased(
  y,
  Nsim,
  Combine = TRUE,
  M = TRUE,
  Future = FALSE,
  Length = NA,
  extralength = NA
)

Arguments

y

a time series or M-competition data time series (Mcomp)

Nsim

number of time series to simulate

Combine

if TRUE, training and test data in the M-competition data are combined and generate a time series corresponds to the full length of the series. Otherwise, it generate a time series based on the training period of the series.

M

if TRUE, y is considered to be a Mcomp data object

Future

if future=TRUE, the simulated observations are conditional on the historical observations. In other words, they are possible future sample paths of the time series. But if future=FALSE, the historical data are ignored, and the simulations are possible realizations of the time series model that are not connected to the original data.

Length

length of the simulated time series. If future = FALSE, the Length agument should be NA.

extralength

extra length need to be added for simulated time series

Value

A list of time series.

Author(s)

Thiyanga Talagala