refit.AR: Refit an AR model

In fable: Forecasting Models for Tidy Time Series

Refit an AR model

Description

Applies a fitted AR model to a new dataset.

Usage

## S3 method for class 'AR'
refit(object, new_data, specials = NULL, reestimate = FALSE, ...)

Arguments

object	A model for which forecasts are required.
new_data	A tsibble containing the time points and exogenous regressors to produce forecasts for.
specials	(passed by fabletools::forecast.mdl_df()).
reestimate	If TRUE, the coefficients for the fitted model will be re-estimated to suit the new data.
...	Other arguments passed to methods

Value

A refitted model.

Examples

lung_deaths_male <- as_tsibble(mdeaths)
lung_deaths_female <- as_tsibble(fdeaths)

fit <- lung_deaths_male %>%
  model(AR(value ~ 1 + order(10)))

report(fit)

fit %>%
  refit(lung_deaths_female) %>%
  report()

fable documentation built on March 31, 2023, 8:13 p.m.