augment_tsibble_4_regression.RdAugment tsibble with usual regressors
augment_tsibble_4_regression(original, target = "value", h = 1)
| original | original tsibble |
|---|---|
| target | name of the target variable |
| h | forecasting horizon h rows to append in the future, corresponding lags will be added to tsibble |
augmented tibble
Augment tsibble with usual regressors. Adds trend, fourier terms, lags of regressor and dependen variables. Also appends h rows for forecasting.
test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12) test_tsibble = tsibble::as_tsibble(test_ts) augment_tsibble_4_regression(test_tsibble, h = 4)#> # A tsibble: 104 x 19 [1M] #> index value trend_lin trend_root s1_12 c1_12 s2_12 c2_12 s3_12 c3_12 #> <mth> <dbl> <int> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> #> 1 2000 янв -0.150 1 1 0.500 0.866 0.866 0.5 1 0 #> 2 2000 фев -1.71 2 1.41 0.866 0.5 0.866 -0.500 0 -1 #> 3 2000 мар 1.43 3 1.73 1 0 0 -1 -1 0 #> 4 2000 апр -2.65 4 2 0.866 -0.500 -0.866 -0.5 0 1 #> 5 2000 мая -1.03 5 2.24 0.5 -0.866 -0.866 0.500 1 0 #> 6 2000 июн -0.707 6 2.45 0 -1 0 1 0 -1 #> 7 2000 июл -0.701 7 2.65 -0.500 -0.866 0.866 0.5 -1 0 #> 8 2000 авг 0.538 8 2.83 -0.866 -0.5 0.866 -0.500 0 1 #> 9 2000 сен -0.316 9 3 -1 0 0 -1 1 0 #> 10 2000 окт -0.840 10 3.16 -0.866 0.500 -0.866 -0.5 0 -1 #> # … with 94 more rows, and 9 more variables: s4_12 <dbl>, c4_12 <dbl>, #> # s5_12 <dbl>, c5_12 <dbl>, c6_12 <dbl>, lag4_value <dbl>, lag5_value <dbl>, #> # lag12_value <dbl>, lag13_value <dbl>