diff --git a/dev/pkgdown.yml b/dev/pkgdown.yml index 8057242f..9ab172bc 100644 --- a/dev/pkgdown.yml +++ b/dev/pkgdown.yml @@ -3,7 +3,7 @@ pkgdown: 2.1.0 pkgdown_sha: ~ articles: extension_models: extension_models.html -last_built: 2024-08-29T02:19Z +last_built: 2024-09-16T15:06Z urls: reference: https://fabletools.tidyverts.org/reference article: https://fabletools.tidyverts.org/articles diff --git a/dev/reference/IRF.html b/dev/reference/IRF.html new file mode 100644 index 00000000..e53c296a --- /dev/null +++ b/dev/reference/IRF.html @@ -0,0 +1,115 @@ + +Compute Impulse Response Function (IRF) — IRF • fabletools + + +
+
+ + + +
+
+
+

Compute Impulse Response Function (IRF)

+ Source: R/irf.R + +
+ +
+

This function calculates the impulse response function (IRF) of a time series model. +The IRF describes how a model's variables react to external shocks over time.

+
+ +
+ 
IRF(x, ...)
+
+ +
+

Arguments

+ + +
x
+

A fitted model object, such as from a VAR or ARIMA model. This model is used to compute the impulse response.

+ + +
...
+

Additional arguments to be passed to lower-level functions.

+ +
+
+

Details

+

If new_data contains the .impulse column, those values will be +treated as impulses for the calculated impulse responses.

+

The impulse response function provides insight into the dynamic behaviour of a system in +response to external shocks. It traces the effect of a one-unit change in the impulse +variable on the response variable over a specified number of periods.

+
+ +
+ +
+ + +
+ + + + + + + + diff --git a/dev/reference/generate.mdl_df.html b/dev/reference/generate.mdl_df.html index f781abdb..98d30703 100644 --- a/dev/reference/generate.mdl_df.html +++ b/dev/reference/generate.mdl_df.html @@ -125,7 +125,7 @@

Details

Innovations are sampled by the model's assumed error distribution. If bootstrap is TRUE, innovations will be sampled from the model's residuals. If new_data contains the .innov column, those values will be -treated as innovations for the simulated paths..

+treated as innovations for the simulated paths.

@@ -136,20 +136,20 @@

Examples

UKLungDeaths %>% model(lm = TSLM(mdeaths ~ fourier("year", K = 4) + fdeaths)) %>% generate(UKLungDeaths, times = 5) -#> # A tsibble: 360 x 6 [1M] +#> # A tsibble: 360 x 4 [1M] #> # Key: .model, .rep [5] -#> .model .rep index mdeaths fdeaths .sim -#> <chr> <chr> <mth> <dbl> <dbl> <dbl> -#> 1 lm 1 1974 Jan 2134 901 2238. -#> 2 lm 1 1974 Feb 1863 689 1856. -#> 3 lm 1 1974 Mar 1877 827 2310. -#> 4 lm 1 1974 Apr 1877 677 1623. -#> 5 lm 1 1974 May 1492 522 1457. -#> 6 lm 1 1974 Jun 1249 406 946. -#> 7 lm 1 1974 Jul 1280 441 1164. -#> 8 lm 1 1974 Aug 1131 393 1070. -#> 9 lm 1 1974 Sep 1209 387 1106. -#> 10 lm 1 1974 Oct 1492 582 1451. +#> .model index .rep .sim +#> <chr> <mth> <chr> <dbl> +#> 1 lm 1974 Jan 1 2238. +#> 2 lm 1974 Feb 1 1856. +#> 3 lm 1974 Mar 1 2310. +#> 4 lm 1974 Apr 1 1623. +#> 5 lm 1974 May 1 1457. +#> 6 lm 1974 Jun 1 946. +#> 7 lm 1974 Jul 1 1164. +#> 8 lm 1974 Aug 1 1070. +#> 9 lm 1974 Sep 1 1106. +#> 10 lm 1974 Oct 1 1451. #> # ℹ 350 more rows
diff --git a/dev/reference/index.html b/dev/reference/index.html index 7e526383..8dc0f4f4 100644 --- a/dev/reference/index.html +++ b/dev/reference/index.html @@ -292,6 +292,10 @@

Methods scenarios()

A set of future scenarios for forecasting

+ +

IRF()

+ +

Compute Impulse Response Function (IRF)

hypothesize(<mdl_df>) hypothesize(<mdl_ts>)

diff --git a/dev/reference/skill_score.html b/dev/reference/skill_score.html index edcc2c79..0a310b5b 100644 --- a/dev/reference/skill_score.html +++ b/dev/reference/skill_score.html @@ -109,8 +109,8 @@

Examples

#> ref_score <- do.call(measure, bench) #> 1 - score/ref_score #> } -#> <bytecode: 0x557e1a504280> -#> <environment: 0x557e1a50a788> +#> <bytecode: 0x563fdea8dc20> +#> <environment: 0x563fdea92208> library(fable) library(tsibble) diff --git a/dev/sitemap.xml b/dev/sitemap.xml index 5bc4cdb0..38118cda 100644 --- a/dev/sitemap.xml +++ b/dev/sitemap.xml @@ -4,6 +4,7 @@ https://fabletools.tidyverts.org/authors.html https://fabletools.tidyverts.org/index.html https://fabletools.tidyverts.org/news/index.html +https://fabletools.tidyverts.org/reference/IRF.html https://fabletools.tidyverts.org/reference/MAAPE.html https://fabletools.tidyverts.org/reference/accuracy.html https://fabletools.tidyverts.org/reference/agg_vec.html