Estimate lasso model using tsibble with regressors

Estimate lasso model using tsibble with regressors

lasso_augmented_estimate(augmented, target = "value", seed = 777)

Arguments

augmented	tsibble with all predictors with lags. May be obtained using `augment_tsibble_4_regression`.
target	name of the target variable
seed	random seed

Value

lasso model

Details

Estimate lasso model using tsibble with regressors Regressors should already include lags, fourier terms, trend etc

Examples

test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts) %>% dplyr::rename(date = index)
augmented = augment_tsibble_4_regression(test_tsibble, h = 4)
model = lasso_augmented_estimate(augmented)