nnetar return negative forecast values

Question

I am confused about using nnetar.

All my training time series data are positive numbers, but the forecast results obtained from nnetar returns negative numbers. The following is my code

myts <- ts(data, freq = 5)
fit <- nnetar(myts)
fcast <- forecast(fit, h = 100)

However, if I forecast only short period of time e.g., h = 10 or 20. The returned values are positive.

Did I do anything wrong ?

Thank you.

Answer 1

If you think it's unreasonable to get negative forecasts in this case, you could set lambda = 0 to achieve strictly positive forecasts.

fit <- nnetar(myts, lambda = 0)
fcast <- forecast(fit, h = 100)