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Questions tagged [tidyverts]

Tools for time series analysis in R. Use this tag for questions about programming with tidyverts.

23 questions
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Given a tsibble with more than one key, is tidyverts able to box_cox() each time series using a respective lambda_guerrero value per time series?

My question is: if I had a tsibble with more than one key (n_keys > 1), and either one or more key variables (key_vars >= 1), is the tidyverts suite able to perform a box_cox transformation on each time series (one box_cox transformation per time…
John Paul B
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How can we detect & remove variables with inbetween NAs and calculate the ACF on multiple time series?

Here is my toy time series data: library(tidyverse); library(tsibble); library(feasts) df <- tibble::tribble( ~date, ~A, ~B, ~C, "1/31/2010", NA, 0.017, NA, "2/28/2010", NA, 0.027, NA, "3/31/2010", …
Geet
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fable::ARIMA produces only NULL model

Issue I am trying to produce forecasts using regression models with ARIMA errors, but they always fail to produce anything other than a NULL model; in contrast, TSLM models work just fine on the same data. Looking for an answer, I found this…
Bogdan
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Create time series cross validation slices by key in the tidyverts package

Is there a way to create time series cross validation sets by key using the tidyverts package? I can't seem to get it right. Below is a reprex of my attempt. The example involves creating time series cross-validation (slices with 1 step ahead) for…
Punxsutawney
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Dynamically insert variables into a fable model using rlang

I am trying to dynamically insert variables into a fable model. Data library(dplyr) library(fable) library(stringr) df <- tsibbledata::aus_retail %>% filter(State == "Victoria", Industry == "Food retailing") %>% mutate(reg_test = rnorm(441,…
StephenK
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selecting lagged predictors with TSLM using AICc

I am trying to determine lagged predictors to include in my time series model. So I fitted a TSLM with up to lag 3 of the independent variable lag_models <- data_train %>% model( ts_lag_0 = TSLM(Y ~ X) , ts_lag_1 = TSLM(Y ~ X + lag_X_01) ,…
Punxsutawney
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Thoughts: time series modeling with fable and cross validation

I am building a time series model using fable and cross validation to determine the best model definition to use. Is there a risk of modeling model(ETS(GDP)) vs model(ETS(GDP ~ error('A') + trend('A') + season('A')) and other ETS methods I am…
Punxsutawney
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R: Errors in the tidyverts

I have some data concerning events that take place at irregular intervals, where the only thing that matters is the order. I am trying to use some of the functions from the tidyverts universe (which replaces the forecast package), by declaring a…
andrewH
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