refit.ARIMA: Refit an ARIMA model

In fable: Forecasting Models for Tidy Time Series

Refit an ARIMA model

Description

Applies a fitted ARIMA model to a new dataset.

Usage

## S3 method for class 'ARIMA'
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(ARIMA(value ~ 1 + pdq(2, 0, 0) + PDQ(2, 1, 0)))

report(fit)

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

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