TSLM

report.TSLM

<p>The model formula will be handled using <code><a href="/link/stats%3A%3Amodel.matrix()?package=fable&version=0.3.3" data-mini-rdoc="fable::stats::model.matrix()">stats::model.matrix()</a></code>, and so
the the same approach to include interactions in <code><a href="/link/stats%3A%3Alm()?package=fable&version=0.3.3" data-mini-rdoc="fable::stats::lm()">stats::lm()</a></code> applies when
specifying the <code>formula</code>. In addition to <code><a href="/link/stats%3A%3Alm()?package=fable&version=0.3.3" data-mini-rdoc="fable::stats::lm()">stats::lm()</a></code>, it is possible to
include <code>common_xregs</code> in the model formula, such as <code>trend()</code>, <code>season()</code>,
and <code>fourier()</code>.</p>

Provides a collection of commonly used univariate and multivariate
time series forecasting models including automatically selected exponential
smoothing (ETS) and autoregressive integrated moving average (ARIMA) models.
These models work within the 'fable' framework provided by the 'fabletools'
package, which provides the tools to evaluate, visualise, and combine models
in a workflow consistent with the tidyverse.

Mitchell O'Hara-Wild

fable

Forecasting Models for Tidy Time Series

Rob Hyndman

Earo Wang

Gabriel Caceres

Christoph Bergmeir

Tim-Gunnar Hensel

Timothy Hyndman

TSLM function

<dl><p></p><p><dt>formula</dt>
<dd><p>Model specification.</p></dd></p><p></p></dl>

Arguments

<p></p><p>
<div class="section" id="xreg">
<h3>xreg</h3>
<p>Exogenous regressors can be included in a TSLM model without explicitly using the <code>xreg()</code> special. Common exogenous regressor specials as specified in <code>common_xregs</code> can also be used. These regressors are handled using <code><a href="/link/stats%3A%3Amodel.frame()?package=fable&version=0.3.3" data-mini-rdoc="fable::stats::model.frame()">stats::model.frame()</a></code>, and so interactions and other functionality behaves similarly to <code><a href="/link/stats%3A%3Alm()?package=fable&version=0.3.3" data-mini-rdoc="fable::stats::lm()">stats::lm()</a></code>.</p><pre><code>
xreg(...)
</code></pre></div></p><p><table class="table">
<tr><td><code>...</code></td><td>Bare expressions for the exogenous regressors (such as <code>log(x)</code>)</td></tr>
</table></p><p>

</p>

Specials

<p>The model formula will be handled using <code><a href='https://rdrr.io/r/stats/model.matrix.html'>stats::model.matrix()</a></code>, and so
the the same approach to include interactions in <code><a href='https://rdrr.io/r/stats/lm.html'>stats::lm()</a></code> applies when
specifying the <code>formula</code>. In addition to <code><a href='https://rdrr.io/r/stats/lm.html'>stats::lm()</a></code>, it is possible to
include <code>common_xregs</code> in the model formula, such as <code>trend()</code>, <code>season()</code>,
and <code>fourier()</code>.</p>

Fit a linear model with time series components — TSLM

<dl>

<dt>formula</dt>
<dd><p>Model specification.</p></dd>

</dl>




<div class='section' id='xreg'>
<h3>xreg</h3>
<p>Exogenous regressors can be included in a TSLM model without explicitly using the <code>xreg()</code> special. Common exogenous regressor specials as specified in <code>common_xregs</code> can also be used. These regressors are handled using <code><a href='https://rdrr.io/r/stats/model.frame.html'>stats::model.frame()</a></code>, and so interactions and other functionality behaves similarly to <code><a href='https://rdrr.io/r/stats/lm.html'>stats::lm()</a></code>.</p><pre><code>
xreg(...)
</code></pre>

<table class='table'>
<tr><td><code>...</code></td><td>Bare expressions for the exogenous regressors (such as <code>log(x)</code>)</td></tr>
</table>


</div>


TSLM: Fit a linear model with time series components

Description

Usage

Value

Arguments

Specials

xreg

See Also

Examples