refit.ARIMA {fable}R Documentation

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

The time series model used to produce the forecasts

new_data

A tsibble containing future information used to forecast.

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.

...

Additional arguments for forecast model 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()
[Package fable version 0.3.0 Index]