Closed ghost closed 4 years ago
This should already be fixed in the development version.
library(fable)
#> Loading required package: fabletools
lung_deaths_female <- as_tsibble(fdeaths)
partial_fit <- lung_deaths_female %>%
tsibble::filter_index(. ~ "1978-12-31") %>%
model(mdl = ARIMA(value))
full_fit <- partial_fit %>%
refit(lung_deaths_female)
partial_fit %>%
report
#> Series: value
#> Model: ARIMA(0,0,0)(1,1,0)[12]
#>
#> Coefficients:
#> sar1
#> -0.5058
#> s.e. 0.1086
#>
#> sigma^2 estimated as 9299: log likelihood=-294.67
#> AIC=593.34 AICc=593.6 BIC=597.12
full_fit %>%
report
#> Series: value
#> Model: ARIMA(0,0,0)(1,1,0)[12]
#>
#> Coefficients:
#> sar1
#> -0.5058
#> s.e. 0.1086
#>
#> sigma^2 estimated as 7710: log likelihood=-355.42
#> AIC=712.83 AICc=712.9 BIC=714.93
class(partial_fit$mdl)
#> [1] "lst_mdl" "vctrs_vctr"
class(full_fit$mdl)
#> [1] "lst_mdl" "vctrs_vctr"
forecast(partial_fit)
#> # A fable: 24 x 4 [1M]
#> # Key: .model [1]
#> .model index value .mean
#> <chr> <mth> <dist> <dbl>
#> 1 mdl 1979 Feb N(755, 9299) 755.
#> 2 mdl 1979 Mar N(700, 9299) 700.
#> 3 mdl 1979 Apr N(595, 9299) 595.
#> 4 mdl 1979 May N(516, 9299) 516.
#> 5 mdl 1979 Jun N(419, 9299) 419.
#> 6 mdl 1979 Jul N(421, 9299) 421.
#> 7 mdl 1979 Aug N(355, 9299) 355.
#> 8 mdl 1979 Sep N(387, 9299) 387
#> 9 mdl 1979 Oct N(407, 9299) 407.
#> 10 mdl 1979 Nov N(418, 9299) 418.
#> # … with 14 more rows
forecast(full_fit)
#> # A fable: 24 x 4 [1M]
#> # Key: .model [1]
#> .model index value .mean
#> <chr> <mth> <dist> <dbl>
#> 1 mdl 1980 Jan N(808, 7710) 808.
#> 2 mdl 1980 Feb N(819, 7710) 819.
#> 3 mdl 1980 Mar N(732, 7710) 732.
#> 4 mdl 1980 Apr N(579, 7710) 579.
#> 5 mdl 1980 May N(504, 7710) 504.
#> 6 mdl 1980 Jun N(438, 7710) 438.
#> 7 mdl 1980 Jul N(418, 7710) 418.
#> 8 mdl 1980 Aug N(370, 7710) 370.
#> 9 mdl 1980 Sep N(390, 7710) 390.
#> 10 mdl 1980 Oct N(421, 7710) 421.
#> # … with 14 more rows
Created on 2020-04-14 by the reprex package (v0.3.0)
refit()
returns the refitted model as alist
object rather than alst_mdl
, which means that, for example,forecast()
doesn't know what to do with it.(Edited with a better reprex that shows something more like my actual use case).
Created on 2020-04-13 by the reprex package (v0.3.0)
Session info
``` r sessionInfo() #> R version 3.6.2 (2019-12-12) #> Platform: x86_64-w64-mingw32/x64 (64-bit) #> Running under: Windows 10 x64 (build 17763) #> #> Matrix products: default #> #> locale: #> [1] LC_COLLATE=English_United States.1252 #> [2] LC_CTYPE=English_United States.1252 #> [3] LC_MONETARY=English_United States.1252 #> [4] LC_NUMERIC=C #> [5] LC_TIME=English_United States.1252 #> #> attached base packages: #> [1] stats graphics grDevices utils datasets methods base #> #> other attached packages: #> [1] fable_0.1.2 fabletools_0.1.2 #> #> loaded via a namespace (and not attached): #> [1] Rcpp_1.0.3 urca_1.3-0 pillar_1.4.3 compiler_3.6.2 #> [5] highr_0.8 tools_3.6.2 digest_0.6.23 lattice_0.20-38 #> [9] nlme_3.1-142 tsibble_0.8.6 lubridate_1.7.4 evaluate_0.14 #> [13] tibble_2.1.3 lifecycle_0.1.0 gtable_0.3.0 anytime_0.3.7 #> [17] pkgconfig_2.0.3 rlang_0.4.3 cli_2.0.1 yaml_2.2.0 #> [21] xfun_0.12 dplyr_0.8.3 stringr_1.4.0 knitr_1.27 #> [25] feasts_0.1.2 generics_0.0.2 vctrs_0.2.2 grid_3.6.2 #> [29] tidyselect_0.2.5 glue_1.3.1 R6_2.4.1 fansi_0.4.1 #> [33] rmarkdown_2.1 purrr_0.3.3 ggplot2_3.2.1 tidyr_1.0.2 #> [37] magrittr_1.5 ellipsis_0.3.0 scales_1.1.0 htmltools_0.4.0 #> [41] assertthat_0.2.1 colorspace_1.4-1 utf8_1.1.4 stringi_1.4.4 #> [45] lazyeval_0.2.2 munsell_0.5.0 crayon_1.3.4 ```