fable (version 0.3.2)

refit.RW: Refit a lag walk model

Description

Applies a fitted random walk model to a new dataset.

Usage

# S3 method for 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()