Does anyone know if it is possible to use regressors with the TBATS model in the R forecast package?
From the help file it looks like you can add additional parameters for ARMA and since ARIMA takes regressors (i.e xreg = X ) I was wondering if I could pass regressors to TBATS if I use ARMA (using.arma.erros=TRUE) in my TBATS model.
Im still a pretty new R use so I would really appreciate any guidance.
No, that is not possible. The xreg argument will be used when selecting the order of the ARMA model for the errors, but then it will be ignored when doing the estimation and forecasting.