VECM() model.generate() method for VECM() models producing array errors.generate() and IRF() methods for VAR models.IRF() method for ARIMA models.VECM() and VARIMA() models.Small patch to resolve issues in C++ R headers.
Small patch to resolve CRAN check issues.
generate(<ARIMA>) method for some variable names.generate(<TSLM>).approx_normal argument to forecast(<TSLM>). This allows you to
optionally return forecasts from the more appropriate Student's T distribution
instead of approximating to a Normal distribution. The default behaviour
remains the same, which is to provide approximate Normal distribution
forecasts which are nicer to work with in model combination and reconciliation
(#343).ETS() will now ignore the smoothing parameter's range when specific
parameter value is given (#317).ETS() when bounds = "admissible".order_constraint
(#360).Small release to resolve check issues with the development and patched versions
of R. The release includes some minor improvements to the output consistency of
initial states in ETS() models, the passing of arguments in ARIMA() models,
and handling of missing values in NNETAR().
state[t] notation to describe the
state's position in time (#329, #261).method argument in ARIMA() (#330).NNETAR() (#327).NNETAR() estimated using
a short series (#326).AR() fitted values not being re-scaled to match original data (#318).The release of fabletools v0.3.0 introduced general support for computing h-step
ahead fitted values, using the hfitted(<mdl>, h = ???) function. This release
adds model-specific hfitted() support to ARIMA and ETS models for improved
performance and accuracy.
This release adds improved support for refitting models, largely in thanks to contributions by @Tim-TU.
It is also now possible to specify an arbitrary model selection criterion
function for automatic ARIMA() model selection.
refit() method for NNETAR, MEAN, RW, SNAIVE, and NAIVE models
(#287, #289, #321. @Tim-TU).hfitted() method for ETS and ARIMA, this allows fast estimation of
h-step ahead fitted values.generate() method for AR, the forecast() method now supports
bootstrap forecasting via this new method.selection_metric argument to ARIMA(), which allows more control
over the measure used to select the best model. By default this function will
extract the information criteria specified by the ic argument.trace argument for tracing the selection procedure used in ARIMA()NNETAR().generate() method for NNETAR models when data isn't scaled (#302).refit.ARIMA() re-selecting constant instead of using the provided
model's constant usage.AR() models.This release coincides with v0.2.0 of the fabletools package, which contains
some substantial changes to the output of forecast() methods.
These changes to fabletools emphasise the distribution in the fable
object. The most noticeable is a change in column names of the fable, with the
distribution now stored in the column matching the response variable, and the
forecast mean now stored in the .mean column.
For a complete summary of these changes, refer to the fabletools v0.2.0 release
news: https://fabletools.tidyverts.org/news/index.html
THETA() method.mean(), median(), variance(), quantile(),
cdf(), and density().RW(),
NAIVE() and SNAIVE()) is now included in data generated with generate().CROSTON() method.glance() for TSLM() models when the data contains missing values.glance() output of ETS() models.AR().ARIMA().generate.ARIMA() method.ARIMA() models.ARIMA() specials now allow specifying fixed coefficients via the fixed argument.CROSTON() for Croston's method of intermittent demand forecasting.MEAN() model (#203).MEAN() model (#204).ARIMA, ETS, TSLM, MEAN, RW, NAIVE, SNAIVE, NNETAR, VAR.