Forecasting with NNETAR fit leads to "! I can't use NNETAR to forecast..."
I am getting this error that is identical to the error in this issue: https://github.com/tidyverts/fable/issues/326
I am able to fit this model as follows:
fit <- train |> model(NNETAR(var1 ~ lag(var2, n = 1L) + lag(var3, n = 1L)))
However, use of that fit in fc and in a plot with this code will result in the error:
fit |> forecast(new_data = test) |> autoplot(train) + autolayer(test3, close, colour = "orange")
A paste of what appears to be the critical part of the backtrace:
- │ └─dplyr:::mutate_col(dots[[i]], data, mask, new_columns)
- │ └─mask$eval_all_mutate(quo)
- │ └─dplyr (local) eval()
- ├─fable (local) sim_nnetar(.innov)
- │ └─rlang::abort("I can't use NNETAR to forecast with missing values near the end of the series.")
- │ └─rlang:::signal_abort(cnd, .file)
- │ └─base::signalCondition(cnd)
- └─dplyr (local)
<fn>(<rlng_rrr>)
Finally, if TSLM() is used to fit that same model and with the same data, all works fine. And there is no missing values anywhere. 'Test' is 90 rows long.
Also, I am not sure if using lag() as above is best way to have NNETAR employ the variables from previous day.
Thanks in advance for assisting with this!