modeltime (version 1.3.0)

modeltime_residuals: Extract Residuals Information

Description

This is a convenience function to unnest model residuals

Usage

modeltime_residuals(object, new_data = NULL, quiet = TRUE, ...)

Value

A tibble with residuals.

Arguments

object

A Modeltime Table

new_data

A tibble to predict and calculate residuals on. If provided, overrides any calibration data.

quiet

Hide errors (TRUE, the default), or display them as they occur?

...

Not currently used.

Examples

library(dplyr)
library(lubridate)
library(timetk)
library(parsnip)
library(rsample)

# Data
m750 <- m4_monthly %>% filter(id == "M750")

# Split Data 80/20
splits <- initial_time_split(m750, prop = 0.9)

# --- MODELS ---

# Model 1: prophet ----
model_fit_prophet <- prophet_reg() %>%
    set_engine(engine = "prophet") %>%
    fit(value ~ date, data = training(splits))


# ---- MODELTIME TABLE ----

models_tbl <- modeltime_table(
    model_fit_prophet
)

# ---- RESIDUALS ----

# In-Sample
models_tbl %>%
    modeltime_calibrate(new_data = training(splits)) %>%
    modeltime_residuals() %>%
    plot_modeltime_residuals(.interactive = FALSE)

# Out-of-Sample
models_tbl %>%
    modeltime_calibrate(new_data = testing(splits)) %>%
    modeltime_residuals() %>%
    plot_modeltime_residuals(.interactive = FALSE)