Extract Residuals Information
This is a convenience function to unnest model residuals
modeltime_residuals(object, new_data = NULL, quiet = TRUE, ...)
object |
A Modeltime Table |
new_data |
A |
quiet |
Hide errors ( |
... |
Not currently used. |
A tibble with residuals.
library(tidyverse) library(lubridate) library(timetk) library(parsnip) library(rsample) # Data m750 <- m4_monthly %>% filter(id == "M750") # Split Data 80/20 splits <- initial_time_split(m750, prop = 0.9) # --- MODELS --- # Model 1: auto_arima ---- model_fit_arima <- arima_reg() %>% set_engine(engine = "auto_arima") %>% fit(value ~ date, data = training(splits)) # ---- MODELTIME TABLE ---- models_tbl <- modeltime_table( model_fit_arima ) # ---- RESIDUALS ---- # In-Sample models_tbl %>% modeltime_calibrate(new_data = training(splits)) %>% modeltime_residuals() %>% plot_modeltime_residuals(.interactive = FALSE) # Out-of-Sample models_tbl %>% modeltime_calibrate(new_data = testing(splits)) %>% modeltime_residuals() %>% plot_modeltime_residuals(.interactive = FALSE)
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