Unstable tbats model

[robjhyndman]

fit <- tbats( msts( c( 11, 7, 85, 66, 50, 40, 39, 49, 55, 9, 3, 5, 6, 3, 6, 4, 3, 7, 2, 6, 4, 5, 4, 6, 4, 4, 3, 3, 4, 8, 8, 4, 3, 8, 5, 7, 3, 12, 9, 11, 10, 1, 9, 8, 13, 7, 6, 9, 10, 9, 11, 3, 8, 6, 6, 6, 16, 6, 2, 6, 7, 4, 6, 7, 3, 7, 10, 6, 0, 3, 7, 6, 4, 6, 2, 2, 11, 2, 10, 12, 6, 2, 6, 8, 7, 5, 7, 8, 2, 2, 6, 7, 6, 13, 9, 4, 7, 9, 6, 10, 6, 0, 5, 6, 5, 7, 9, 11, 5, 8, 0, 2, 8, 13, 12, 5, 9, 1, 3, 7, 4, 39, 36, 13, 19, 29 , 21, 26, 3, 4, 4, 4, 0, 8, 7, 7, 4, 4, 3, 4, 7, 3, 6, 8, 2, 1, 4, 4, 7, 4, 0, 3, 5, 3, 4, 5, 44, 35, 29, 20, 35, 14, 35, 3, 5, 4, 5, 6, 4, 6, 4, 5, 3, 5, 3, 5, 6, 9, 1, 1, 3, 2, 7, 3, 6, 17, 27, 27, 20, 10, 23, 14, 5, 2, 5, 7, 7, 4, 7, 6, 1, 7, 5, 5, 5, 17, 23, 28, 22, 37, 46, 45, 5, 5, 1, 1, 2, 3, 3, 3, 1, 3, 2, 5, 1, 6, 13, 9, 12, 3, 8, 7, 4, 9, 7, 2, 7, 0, 6, 8, 34, 32, 25, 23, 37, 37, 19, 9, 3, 2, 3, 3, 1, 0, 2, 9, 6, 10, 3, 4, 9, 4, 5, 3, 4, 4, 2, 6, 6, 4, 4, 2, 7, 4, 5, 8, 1, 3, 4, 6, 3, 6, 4, 6, 9, 5, 12, 10, 8, 11, 8, 1, 3, 8, 4, 3, 7, 5, 4, 4, 7, 2, 5, 16, 30, 23, 16, 13, 7, 13, 6, 3, 6, 6, 7, 6, 7, 5, 9, 6, 8, 1, 3, 8, 3, 1, 4, 5, 4, 4, 4, 6, 6, 5, 6, 2, 6, 2, 4, 7, 0, 3, 1, 5, 4, 45, 35, 37, 21, 22, 14, 20, 4, 10, 4, 2, 2, 3, 5, 3, 2, 3, 6, 3, 1, 3, 6, 1, 5, 2, 1, 1, 3, 4, 3, 4, 2, 2, 3, 10, 73, 55, 25, 23, 32, 33, 41, 2, 3, 1, 7, 1, 2, 5, 5, 0, 0, 0, 4, 3, 5, 5, 3, 4, 2, 0, 3, 4, 1, 0, 3, 3, 8, 2, 5, 11, 5, 2, 2, 7, 2, 5, 6, 4, 3, 4, 1, 2, 1, 26, 25, 25, 22, 0, 12, 16, 11, 2, 3, 2, 1, 2, 1, 4, 3, 1, 6, 6, 1, 5, 4, 1, 1, 6, 3, 1, 3, 3, 1, 1, 1, 0, 3, 1, 21, 12, 16, 15), seasonal.periods=c(7,365.25))
) f <- forecast(fit) plot(f)

[robjhyndman]

Probably need to make the unit root thresholds stricter.

[robjhyndman]

Fixed in https://github.com/robjhyndman/forecast/commit/d36f1aec9e7cb060302542b791647b09b73020c9