tidyverts / feasts

Feature Extraction And Statistics for Time Series
https://feasts.tidyverts.org/
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Optional arguments to seasonal::seas function are added #125

Closed ShanikaLW closed 3 years ago

ShanikaLW commented 3 years ago

Example:

x11_dcmp <- unemp %>% as_tsibble() %>% 
  model(x11 = feasts:::X11(unemp, type = "additive",
                           regression.variables = c("ls2009.11")))

dcmp <- seas(unemp, x11 = "", transform.function = "none",
             regression.variables = c("ls2009.11"))

x11_dcmp %>% components() %>% pull(seasonal) -> seasonal
seasonal - dcmp$data[, "seasonal"] # difference is non-zero in the initial implementation
mitchelloharawild commented 3 years ago

Thanks for the PR. X11() and SEATS() will be rewritten into a general wrapper of seasonal::seas() named X_13ARIMA_SEATS(). Some discussion for this is in #66