I'm using a STL decomposition to make forecasts in R (using the
forecast package), but I'm not sure how to incorporate my regressors into the model.
I'm using the forecast function:
f = forecast(stl(my.data, s.window = 'periodic'), h = 12, method = 'arima')
The function above accepts the
xreg parameter, but how do I specify the
model regressors and the forecast regressors?
Is there a function that does this or do I have to do it 'by hand'?