fasster (version 0.2.0)

fitted.FASSTER: Extract fitted values from a FASSTER model

Description

Returns the one-step-ahead fitted values from a FASSTER model, calculated during the Kalman filtering process. These represent the model's predictions at each time point using only information available up to that point.

Usage

# S3 method for FASSTER
fitted(object, ...)

Value

A numeric vector of fitted values with the same length as the training data.

Arguments

object

A fitted FASSTER model object.

...

Additional arguments (currently unused).

Examples

library(tsibble)
fit <- as_tsibble(mdeaths) |>
  model(FASSTER(value ~ trend(1) + fourier(12)))

# Extract fitted values
fitted(fit)