Applies a fitted ARIMA model to a new dataset.

# S3 method for ARIMA
refit(object, new_data, specials = NULL,
  reestimate = FALSE, ...)

Arguments

object

The time series model used to produce the forecasts

new_data

A tsibble containing future information used to forecast.

specials

(passed by fablelite::forecast.mdl_df()).

reestimate

If TRUE, the coefficients for the fitted model will be re-estimated to suit the new data.

...

Additional arguments for forecast model methods.

Examples

lung_deaths_male <- as_tsibble(mdeaths) lung_deaths_female <- as_tsibble(fdeaths) fit <- lung_deaths_male %>% model(ARIMA(value ~ 1 + pdq(2,0,0) + PDQ(2,1,0))) report(fit)
#> Series: value #> Model: ARIMA(2,0,0)(2,1,0)[12] w/ drift #> #> Coefficients: #> ar1 ar2 sar1 sar2 constant #> 0.2480 -0.3326 -0.9903 -0.4766 -146.0254 #> s.e. 0.1392 0.1393 0.1340 0.1356 25.6430 #> #> sigma^2 estimated as 28448: log likelihood=-397.01 #> AIC=806.03 AICc=807.61 BIC=818.59
fit %>% refit(lung_deaths_female) %>% report()
#> Series: value #> Model: ARIMA(2,0,0)(2,1,0)[12] w/ drift #> #> Coefficients: #> ar1 ar2 sar1 sar2 constant #> 0.2480 -0.3326 -0.9903 -0.4766 -146.0254 #> s.e. 0.1392 0.1393 0.1340 0.1356 25.6430 #> #> sigma^2 estimated as 14165: log likelihood=-378.7 #> AIC=759.41 AICc=759.48 BIC=761.5