revision_model: Fitted Revision Models

In reviser: Analyzing Revisions in Real-Time Time Series Vintages

Fitted Revision Models

Description

reviser represents every fitted revision-nowcasting model as an S3 object that inherits from the common parent class revision_model. The two concrete classes are kk_nowcast(), which returns a kk_model, and jvn_nowcast(), which returns a jvn_model; both carry c("<family>_model", "revision_model", "list") as their class attribute.

The parent class holds everything the two families share. The standard extractor generics coef(), vcov(), logLik(), nobs(), fitted(), residuals(), predict() and the reviser generic states(), together with print(), summary() and plot(), are defined once for revision_model and inherited by both families. Only the handful of behaviors that genuinely differ between the families are dispatched separately, through the internal generics model_family(), spec_lines(), signal_state(), target_column() and default_plot_state().

A fitted object is a list with at least the components params (a data frame with columns Parameter, Estimate and Std.Error), states (a long tibble of state estimates, or NULL when the model was fitted with return_states = FALSE), loglik, n_param, n_ic, cov and data. A new model family becomes a full citizen of this system by returning an object with those components, prepending "revision_model" to its class attribute, and supplying methods for the five internal generics above.

Value

This topic documents a class rather than a function. kk_nowcast() returns a list of the components described above with class attribute c("kk_model", "revision_model", "list"), and jvn_nowcast() returns the same with "jvn_model" in place of "kk_model".

See Also

kk_nowcast(), jvn_nowcast(), states()

Other revision nowcasting: coef.revision_model(), fitted.revision_model(), jvn_nowcast(), kk_nowcast(), logLik.revision_model(), nobs.revision_model(), plot.revision_model(), predict.revision_model(), print.revision_model(), residuals.revision_model(), states(), summary.revision_model(), vcov.revision_model()

Examples

df <- get_nth_release(
  tsbox::ts_span(
    tsbox::ts_pc(dplyr::filter(reviser::gdp, id == "US")),
    start = "1980-01-01"
  ),
  n = 0:1
)
df <- na.omit(dplyr::select(df, -c("id", "pub_date")))
fit <- kk_nowcast(df, e = 1, model = "KK", method = "OLS")

# The fitted object carries the shared parent class.
class(fit)
inherits(fit, "revision_model")

# The extractor generics are inherited from that parent.
head(coef(fit))
head(states(fit))

reviser documentation built on Sept. 14, 2026, 9:09 a.m.