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Questions - fable-r

Automatic ETS from fable package in R does not provide the model with the lowest Information Criteria (AIC, BIC and AICc)

Using the classic shampoo dataset from fpp2 I tried to fit an automatic ets model. This led me to an ETS(A,A,N) framework with aic = 441.0668, bic = 448.9844 and AICc = 443.0668. Nevertheless when usi...
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Andre Gutierrez

r

time-series

forecasting

ets

fable-r

Votes: 0

Answers: 1

Latest Answer

By default, the automatic modelling selection done by fable::ETS does not consider multiplicative trend models. The models considered in the selection process are described by the method argument of t...
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Mitchell O'Hara-Wild

Error while Plotting the Cross correlation values using astsa package in R

The dataset I have is a weekly data with one dependent and Independent variable with One grouping Variable(which is the Key variable). I'm able to get the cross-correlation values between Dep. & I...
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Arvind Menon

r

dplyr

tidyverse

cross-correlation

fable-r

Votes: 0

Answers: 1

Latest Answer

dep = Df$Dependent.Variable ind = Df$Independent.Variable # first variable gets lagged (reverse to go other way) # try the gris-gris version lag2.plot(ind, dep, 8, pch=Df$Key, cex=1.2, col=2:4, las=0...
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Nicky Poison

Forecasting in R using one grouping variable

I'm trying to forecast the year-month data with one grouping variable which is "Actual Delivery location". I'm using ARIMA from Fable package for the forecasting but i'm getting the followin...
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Arvind Menon

r

dplyr

forecasting

arima

fable-r

Votes: 0

Answers: 1

Latest Answer

I have figured this out.. I have to convert the year month using yearmonth function instead of converting it into dates. Global.df <- Global.df %>% mutate(Month = yearmonth(YearMonth))
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Arvind Menon

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