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Internal function to forecast exogenous variables

Usage

forecast_exogenous_values(
  model,
  exog_vars,
  exog_predictions,
  exog_fill_method,
  ar.fill.max,
  n.ahead,
  quiet
)

Arguments

model

An aggregate model object of class 'aggmod'.

exog_vars

The set of exogenous variables to be forecasted.

exog_predictions

A data.frame or tibble with values for the exogenous values. The number of rows of this data must be equal to n.ahead.

exog_fill_method

Character, either 'AR' or 'last'. When no exogenous values have been provided, these must be inferred. When option 'exog_fill_method = "AR"' then an autoregressive model is used to further forecast the exogenous values. With 'last', simply the last available value is used.

ar.fill.max

Integer. When no exogenous values have been provided, these must be inferred. If option 'exog_fill_method = "AR"' then an autoregressive model is used to further forecast the exogenous values. This options determines the number of AR terms that should be used. Default is 4.

n.ahead

Periods to forecast ahead

quiet

Logical. Should messages about the forecast procedure be suppressed?

Value

A dataset containing the set of forecasted exogenous values.