tidiers_StructTS {sweep} | R Documentation |
Tidying methods for StructTS (Error, Trend, Seasonal) / exponential smoothing modeling of time series
Description
These methods tidy the coefficients of StructTS models of univariate time series.
Usage
## S3 method for class 'StructTS'
sw_tidy(x, ...)
## S3 method for class 'StructTS'
sw_glance(x, ...)
## S3 method for class 'StructTS'
sw_augment(x, data = NULL, timetk_idx = FALSE, rename_index = "index", ...)
Arguments
x |
An object of class "StructTS" |
... |
Additional parameters (not used) |
data |
Used with |
timetk_idx |
Used with |
rename_index |
Used with |
Value
sw_tidy()
returns one row for each model parameter,
with two columns:
-
term
: The model parameters -
estimate
: The estimated parameter value
sw_glance()
returns one row with the columns
-
model.desc
: A description of the model including the three integer components (p, d, q) are the AR order, the degree of differencing, and the MA order. -
sigma
: The square root of the estimated residual variance -
logLik
: The data's log-likelihood under the model -
AIC
: The Akaike Information Criterion -
BIC
: The Bayesian Information Criterion -
ME
: Mean error -
RMSE
: Root mean squared error -
MAE
: Mean absolute error -
MPE
: Mean percentage error -
MAPE
: Mean absolute percentage error -
MASE
: Mean absolute scaled error -
ACF1
: Autocorrelation of errors at lag 1
sw_augment()
returns a tibble with the following time series attributes:
-
index
: An index is either attempted to be extracted from the model or a sequential index is created for plotting purposes -
.actual
: The original time series -
.fitted
: The fitted values from the model -
.resid
: The residual values from the model
See Also
Examples
library(dplyr)
library(forecast)
library(sweep)
fit_StructTS <- WWWusage %>%
StructTS()
sw_tidy(fit_StructTS)
sw_glance(fit_StructTS)
sw_augment(fit_StructTS)