Could you please help.
I am trying to do TS cross-validation using the template from Hyndman's course, 3rd edition, this section.
The pipeline is as follows:
Original tsibble > streched tsibble > model > forecast(h = 1) > accuracy()
The problem is when TSLM has exogenous covariates, then forecast() seems to need two arguments, h and "new data". Therefore, an error is generated.
I know it might be possible to get around it with tsCV() (used in Hyndman 2nd edition) but I was wondering if there is a more recent method that can take a stretched tsibble.