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).

  • $\begingroup$ If this question is How to do something in R?, then it is off topic. Otherwise, could you clarify what kind of (conceptual, not programming) trouble you are having in evaluating the forecasting performance of baggedETS? $\endgroup$ – Richard Hardy Apr 3 '20 at 16:24

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