Can I supply my own sets of innovations to the forecast so that it generates the predicted paths? I'm looking for a functionality similar to arima.sim() function in R with "innov" argument.
I found this method _sim_prediction(), which seems to be doing something along this line, but I can't call it since it;s protected.
Can I supply my own sets of innovations to the forecast so that it generates the predicted paths? I'm looking for a functionality similar to arima.sim() function in R with "innov" argument.
I found this method _sim_prediction(), which seems to be doing something along this line, but I can't call it since it;s protected.