All Questions
39 questions
1
vote
0
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94
views
How to forecast from fable::TSLM with nonstandard specials?
I am trying to forecast time series with a model containing natural spline trend - by tidyverts package system in R.
Since fable package supports only linear splines (through one of its exogenous ...
- 11
0
votes
0
answers
80
views
Exporting TSIBBLE object to CSV (forecasted values with prediction intervals)
I would like to export to CSV the results of my forecast project, summarised by following tsibble object
# A tsibble: 7 x 6 [1M]
# Key: .model [1]
.model Month ...
- 21
0
votes
1
answer
50
views
Time series, feat_stl returns error, no change since yesterday when it worked fine
I'm building a time series model in R, using the FPP package (Forecasting Principles and Practices, 3rd edition). The book is available online and I'm working on time series features, as described ...
- 418
1
vote
0
answers
143
views
Including drift when estimating ARIMA model using fable package
I would like to estimate an ARIMA model (using the fable package), say ARIMA(1,1,0). How do I make R also to estimate the drift element?
To fit an ARIMA model, the code is
DataSetName |> model(...
- 11
0
votes
1
answer
118
views
R fable combination model using the median instead of mean
I am trying to create a combination model using the R fable and/or fable.tools packages. However, instead of the mean I want to use the median.
I cannot find any examples where the cmbn_fn or ...
- 57
0
votes
1
answer
363
views
How to set bound when running the fable package ETS exponential smoothing state space model?
I have 32 months of data, and I'm trying out different models for testing the forecasting of unit transitions to dead state "X" for months 13-32, by training from transitions data for months ...
- 2,247
2
votes
0
answers
100
views
R fable logit transformed exponential smoothing forecast producing unexpected result
I have tried and tried to figure this out but am having no luck!!
I have constructed a model that aims to forecast a relatively short time series using an exponential smoothing method. The results ...
- 21
1
vote
0
answers
124
views
Why does the constant coefficient change when using fable::refit(reestimate=FALSE)?
I try to refit an existing fable model to new data to get estimates for unseen data. I am wondering why the constant coefficient changes when I use fable::refit(m, reestimate=F) thats unintuitive to ...
1
vote
0
answers
409
views
R combination forecast using tsibble, code coerces to a tibble instead of a mable, can't change back
I'm following Dr. Rob Hyndman's textbook on time series forecasting in R. I'm in Chapter 13 which talks about Practical Forecasting Issues (and I'm having issues while working through the practical ...
- 757
-2
votes
1
answer
63
views
Why is this fitting model giving 1 model per df line
in a normal model fit on a dataset that looks like this :
> head(total)
# A tsibble: 6 x 15 [1D]
# Key: id [6]
Date Close Interest_Rate Consumer_Inflation `CPI(YOY)` `Wage_Index(QoQ)` ...
- 49
1
vote
1
answer
915
views
How can I plot selected plot using autoplot + facet_wrap in R?
all.
I need to plot selected one. I can plot all, but I can not fine how to plot what I select.
for example ...
date <- as.Date('2021-01-01') + 0:4
category <- c(rep("A",5), rep("...
- 21
0
votes
0
answers
436
views
Select a single forecast plot using fable::autoplot
I'm using example data from the Forecasting: Principles and Practice textbook chapter on VAR models here to make forecast plots using the fable package.
I'd like to be able to select a single plot ...
- 2,019
0
votes
0
answers
219
views
Is it possible to extract the adjusted r-squared and p-value of the f-ratio from fable in R?
I have used the fantastic fable package to produce multiple ARIMA models with different combinations of external regressors. Is it possible to extract the r-squared (adjusted for degrees of freedom) ...
- 1
2
votes
1
answer
593
views
Facet a fabletools autoplot of a fable forecast by model
Is there any way to use autoplot with a fable, but facet it by the model? The code below produces a nice little graph, but overlays the forecasts on top of each other.
library(tidyverse)
library(...
- 45
0
votes
1
answer
211
views
string as function argument in R inside map
Question: i have the following R code (below):
It didn't work with "x" = "ARIMA" and "ETS" from "my.list".
That's the problem:
"fabletools::model(...