[R] Simulating tbats object in R

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Tue Feb 15 23:37:31 CET 2022


1. Read and follow the posting guide (linked below). It says to use plain
text, not html (the mail server strips html for security reasons, and that
can leave an unreadable mess sometimes).

2. Per the posting guide,
""For questions about functions in standard packages distributed with R
(see the FAQ Add-on packages in R), ask questions on R-help.
[The link is:
https://cran.r-project.org/doc/FAQ/R-FAQ.html#Add-on-packages-in-R
This gives the list of current _standard_ packages]

If the question relates to a contributed package , e.g., one downloaded
from CRAN, try contacting the package maintainer first. You can also use
find("functionname") and packageDescription("packagename") to find this
information. Only send such questions to R-help or R-devel if you get no
reply or need further assistance. This applies to both requests for help
and to bug reports."

This may be good advice for your situation, where you may be asking for
functionality that's missing or buggy.

3. Did you try your various search queries on rseek.org, which is a site
"tuned" to R. "Tbats model simulation" there brought up some stuff that may
be relevant, including:
https://medium.com/analytics-vidhya/time-series-forecasting-using-tbats-model-ce8c429442a9



Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Tue, Feb 15, 2022 at 2:07 PM Len Houwers <len.houwers using aretelimited.com>
wrote:

> Hi,
>
>
>
> First time subscriber and first request. Hope that I'm doing it right!
>
>
>
> I'm working on a time series model for gas demand using monthly data. In
> addition to developing a monthly forecast from this, I'm also interested to
> find the prediction interval for an annual demand.
>
>
>
> I've been working with ARIMA, ets, and tbats functions including using the
> forecast package to forecast ahead. This also gives me the monthly
> prediction intervals and works fine for all three methods.
>
>
>
> However when I try to simulate the tbats model to create an annual forecast
> that also gives me the expected 95% prediction interval, the function
> simulate()doesn't work for object created as tbats.
>
>
>
> Is there another function or package in R that allows me to simulate a
> tbats
> object? I've looked through the internet, plus R-help sites to find a
> solution, but no luck so far.
>
>
>
> Len
>
>
>
>
>
>
>         [[alternative HTML version deleted]]
>
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