modeltime_residuals: Extract Residuals Information

In modeltime: The Tidymodels Extension for Time Series Modeling

Extract Residuals Information

Description

This is a convenience function to unnest model residuals

Usage

modeltime_residuals(object, new_data = NULL, quiet = TRUE, ...)

Arguments

object	A Modeltime Table
new_data	A tibble to predict and calculate residuals on. If provided, overrides any calibration data.
quiet	Hide errors (TRUE, the default), or display them as they occur?
...	Not currently used.

Value

A tibble with residuals.

Examples

library(dplyr)
library(lubridate)
library(timetk)
library(parsnip)
library(rsample)

# Data
m750 <- m4_monthly %>% filter(id == "M750")

# Split Data 80/20
splits <- initial_time_split(m750, prop = 0.9)

# --- MODELS ---

# Model 1: prophet ----
model_fit_prophet <- prophet_reg() %>%
    set_engine(engine = "prophet") %>%
    fit(value ~ date, data = training(splits))


# ---- MODELTIME TABLE ----

models_tbl <- modeltime_table(
    model_fit_prophet
)

# ---- RESIDUALS ----

# In-Sample
models_tbl %>%
    modeltime_calibrate(new_data = training(splits)) %>%
    modeltime_residuals() %>%
    plot_modeltime_residuals(.interactive = FALSE)

# Out-of-Sample
models_tbl %>%
    modeltime_calibrate(new_data = testing(splits)) %>%
    modeltime_residuals() %>%
    plot_modeltime_residuals(.interactive = FALSE)

modeltime documentation built on Oct. 23, 2024, 1:07 a.m.