# Is there any way to include regressors in tbats function in r? [closed]

I knew that tbtas could not consider regressor in r but I knew that Dr Hydman group were working to include this feature. I just wanted to know if it is still under work.

Thanks

## closed as off-topic by Stephan Kolassa, Andy, gung♦, Nick Cox, StasKSep 26 '14 at 0:57

• This question does not appear to be about statistics within the scope defined in the help center.
If this question can be reworded to fit the rules in the help center, please edit the question.

• This question appears to be off-topic because it is about how to use R, but not about programming in R per se & does not have a reproducible example (& thus would be closed on Stack Overflow). – gung Sep 25 '14 at 17:11
• This question appears to be off-topic because it is about a time line of somebody's development of an R package. It does not belong anywhere in the SE universe -- an email to the developer(s) should have sufficed. – StasK Sep 26 '14 at 0:57
• The author of TBATS Rob Hyndman has addressed this question in his recent blog – forecaster Oct 6 '14 at 20:11

The help page to tbats() notes that you can specify parameters that are passed through to auto.arima(), which models the errors.
EDIT: I assume the OP contacted Rob Hyndman, the maintainer of the forecast package. Rob writes that this information from the help page is actually misleading. tbats() does not and likely will never include covariates - it will not complain if they are provided, but they will be silently ignored.
Rob recommends using auto.arima() if external regressors are required to be used. The help page to auto.arima() notes that you can specify external regressors by feeding a vector or matrix to the xreg parameter.
• It's possible that auto.arima() removes regressors, e.g., by AIC. A quick glance at the paper referenced in the auto.arima help page does not tell how external regressors are handled. You may possibly have found a bug. Best to step through the source code and/or contact the package maintainer, Rob Hyndman. – Stephan Kolassa Sep 26 '14 at 14:30