fabletools
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Published
20 hours ago •
tidyverts
tidyverts
Automatically drop rank deficient regressors with warning
Based on https://stackoverflow.com/q/78388045/144157
library(fable)
library(tsibble)
library(dplyr)
set.seed(123)
# create data
aa <- tibble(idx = 1:12, group = "aa", y = rnorm(12))
bb <- tibble(idx = 7:12, group = "bb", y = rnorm(6))
cc <- tibble(idx = 1:6, group = "cc", y = rnorm(6))
xreg <- tibble(idx = 1:12, x1 = c(0, 0, 1, rep(0, 9)), x2 = c(rep(0, 9), 1, 0, 0))
dat <- bind_rows(aa, bb, cc) |>
inner_join(xreg, by = "idx") |>
as_tsibble(index = idx, key = group)
dat |>
model(arima = ARIMA(y ~ 1 + x1))
#> Warning: Provided exogenous regressors are rank deficient, removing regressors:
#> `x1`
#> Warning: 1 error encountered for arima
#> [1] subscript out of bounds
#> # A mable: 3 x 2
#> # Key: group [3]
#> group arima
#> <chr> <model>
#> 1 aa <LM w/ ARIMA(0,0,0) errors>
#> 2 bb <NULL model>
#> 3 cc <LM w/ ARIMA(0,0,0) errors>
Created on 2024-05-12 with reprex v2.1.0
Session info
sessioninfo::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
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#> date 2024-05-12
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#>
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#>
#> ──────────────────────────────────────────────────────────────────────────────
