I'm using the
forecast package to test a variety of models on monthly sales for 400 products sold by my company. I'm following the practice of fitting on a test set (2010 - 2017) and evaluating forecast accuracy on a test set (2018).
I can fit the
baggedETS model to the train sets, but I haven't been able to evaluate it on the test sets. Any help is appreciated!
Unlike the other models I'm testing,
baggedETS doesn't have a
model argument. (I've been using the
model argument to specify the models fit on the train sets to evaluate on the test sets).