inst/doc/exogenous-variables.R

In nixtlar: A Software Development Kit for 'Nixtla''s 'TimeGPT'

## ----setup, include=FALSE-----------------------------------------------------
library(httptest2)
.mockPaths("../tests/mocks")
start_vignette(dir = "../tests/mocks")

original_options <- options("NIXTLA_API_KEY"="dummy_api_key", digits=7)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>", 
  fig.width = 7, 
  fig.height = 4
)

## -----------------------------------------------------------------------------
library(nixtlar)

## -----------------------------------------------------------------------------
df_exo_vars <- nixtlar::electricity_exo_vars
head(df_exo_vars)

## -----------------------------------------------------------------------------
future_exo_vars <- nixtlar::electricity_future_exo_vars
head(future_exo_vars)

fcst_exo_vars <- nixtla_client_forecast(
  df_exo_vars, 
  h = 24, 
  X_df = future_exo_vars
)
head(fcst_exo_vars)

## -----------------------------------------------------------------------------
fcst_exo_vars <- nixtla_client_forecast(
  df_exo_vars,
  h = 24, 
  hist_exog_list = c("Exogenous1", "Exogenous2", "day_0", "day_1", "day_2", "day_3", "day_4", "day_5", "day_6")
)
head(fcst_exo_vars)

## -----------------------------------------------------------------------------
future_exo_vars <- future_exo_vars |> 
  dplyr::select(-dplyr::all_of(c("Exogenous1", "Exogenous2")))

fcst_exo_vars <- nixtla_client_forecast(
  df_exo_vars, 
  h = 24, 
  X_df = future_exo_vars, 
  hist_exog_list = c("Exogenous1", "Exogenous2")
)
head(fcst_exo_vars)

## -----------------------------------------------------------------------------
nixtla_client_plot(df_exo_vars, fcst_exo_vars, max_insample_length = 500)

## ----include=FALSE------------------------------------------------------------
options(original_options)
end_vignette()