Refit an ARIMA model

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 fabletools::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.

Value

A refitted model.

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