fable
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Add multi-step fitted value methods for TSLM and others
Reported at https://stackoverflow.com/q/70782047/144157
library(fable)
#> Loading required package: fabletools
model_fit <- tsibbledata::aus_production %>%
model(mod = TSLM(Beer ~ Gas + trend()))
fitted(model_fit, h = 2)
#> # A tsibble: 218 x 3 [1Q]
#> # Key: .model [1]
#> .model Quarter .fitted
#> <chr> <qtr> <dbl>
#> 1 mod 1956 Q1 NA
#> 2 mod 1956 Q2 NA
#> 3 mod 1956 Q3 NA
#> 4 mod 1956 Q4 NA
#> 5 mod 1957 Q1 NA
#> 6 mod 1957 Q2 NA
#> 7 mod 1957 Q3 NA
#> 8 mod 1957 Q4 NA
#> 9 mod 1958 Q1 NA
#> 10 mod 1958 Q2 NA
#> # … with 208 more rows
Created on 2022-01-21 by the reprex package (v2.0.1)
Not yet implemented for TSLM
. Migrating to {fable}.
library(fable)
#> Loading required package: fabletools
#> Warning: package 'fabletools' was built under R version 4.0.4
methods("hfitted")
#> [1] hfitted.ARIMA* hfitted.ETS* hfitted.mdl_ts*
#> see '?methods' for accessing help and source code
Created on 2022-01-21 by the reprex package (v2.0.1)