Internal function to forecast exogenous variables
forecast_exogenous_values.Rd
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
A model object of class 'osem'.
- 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', 'auto', 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. 'auto' is an
auto.arima
model.- 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?