sim_etsbased.Rd
simulate multiple time series for a given series based on ETS models
sim_etsbased( y, Nsim, Combine = TRUE, M = TRUE, Future = FALSE, Length = NA, extralength = NA )
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 |
A list of time series.