R: Refit a lag walk model

refit.RW {fable}

R Documentation

Refit a lag walk model

Description

Applies a fitted random walk model to a new dataset.

Usage

## S3 method for class 'RW'
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 lag walk model will be re-estimated to suit the new data.
`...`	Additional arguments for forecast model methods.

Details

The models NAIVE and SNAIVE have no specific model parameters. Using refit for one of these models will provide the same estimation results as one would use fabletools::model(NAIVE(...)) (or fabletools::model(SNAIVE(...)).

Examples

lung_deaths_male <- as_tsibble(mdeaths)
lung_deaths_female <- as_tsibble(fdeaths)

fit <- lung_deaths_male %>%
  model(RW(value ~ drift()))

report(fit)

fit %>%
  refit(lung_deaths_female) %>%
  report()

[Package fable version 0.3.0 Index]