[R] Simulating tbats object in R

[Len Houwers]

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

 

 


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