augment_tsibble_4_regression: Augment tsibble with usual regressors

In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Description

Augment tsibble with usual regressors

Usage

augment_tsibble_4_regression(original, target = "value", h = 1)

Arguments

original	original tsibble
target	name of the target variable
h	forecasting horizon h rows to append in the future, corresponding lags will be added to tsibble

Details

Augment tsibble with usual regressors. Adds trend, fourier terms, lags of regressor and dependen variables. Also appends h rows for forecasting.

Value

augmented tibble

Examples

test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
augment_tsibble_4_regression(test_tsibble, h = 4)

kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.