tidyverts / tidyverts/fable

VARIMA ignores specials

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Description

library(fable)

Dados <- data.frame(
  time = seq(240),
  Admissões = c(
    230L, 213L, 235L, 222L, 310L, 234L, 238L, 333L, 240L, 242L, 197L, 217L,
    104L, 213L, 255L, 220L, 251L, 233L, 181L, 168L, 129L, 188L, 149L,
    186L, 112L, 163L, 220L, 199L, 186L, 201L, 163L, 229L, 222L, 192L,
    172L, 198L, 109L, 120L, 190L, 149L, 181L, 168L, 182L, 168L, 227L,
    202L, 193L, 226L, 165L, 190L, 168L, 126L, 163L, 155L, 159L, 176L,
    159L, 153L, 198L, 189L, 86L, 148L, 123L, 160L, 156L, 121L, 209L,
    149L, 155L, 142L, 149L, 246L, 140L, 131L, 148L, 157L, 182L, 137L,
    128L, 137L, 164L, 105L, 155L, 125L, 220L, 263L, 248L, 289L, 454L,
    275L, 289L, 317L, 347L, 359L, 410L, 329L, 206L, 212L, 278L, 262L,
    337L, 283L, 303L, 268L, 285L, 353L, 271L, 327L, 170L, 217L, 254L,
    262L, 350L, 270L, 303L, 350L, 322L, 305L, 264L, 278L, 178L, 257L,
    262L, 215L, 265L, 321L, 285L, 259L, 215L, 247L, 277L, 245L, 123L,
    198L, 217L, 296L, 299L, 342L, 316L, 204L, 234L, 270L, 194L, 233L,
    171L, 217L, 255L, 300L, 293L, 242L, 257L, 307L, 354L, 243L, 259L,
    263L, 153L, 215L, 286L, 276L, 327L, 322L, 262L, 278L, 285L, 269L,
    279L, 358L, 180L, 301L, 505L, 317L, 537L, 441L, 464L, 368L, 366L,
    388L, 248L, 279L, 173L, 246L, 230L, 203L, 297L, 200L, 251L, 267L,
    207L, 217L, 239L, 302L, 394L, 381L, 257L, 70L, 140L, 186L, 189L,
    221L, 299L, 460L, 328L, 298L, 397L, 441L, 353L, 321L, 455L, 450L,
    419L, 444L, 494L, 526L, 628L, 476L, 462L, 611L, 562L, 504L, 588L,
    513L, 440L, 557L, 487L, 475L, 407L, 296L, 407L, 456L, 432L, 345L,
    479L, 386L, 354L, 411L, 467L, 397L, 430L, 280L
  ),
  Demissões = c(
    188L, 218L, 210L, 207L, 219L, 191L, 285L, 197L, 222L, 232L, 218L, 180L,
    177L, 219L, 204L, 178L, 169L, 120L, 145L, 150L, 114L, 204L, 178L,
    208L, 188L, 164L, 195L, 127L, 127L, 185L, 144L, 142L, 135L, 159L,
    154L, 195L, 116L, 159L, 142L, 152L, 144L, 165L, 207L, 201L, 170L,
    169L, 163L, 175L, 148L, 134L, 128L, 138L, 139L, 100L, 150L, 141L,
    121L, 151L, 115L, 155L, 175L, 149L, 135L, 135L, 126L, 127L, 132L,
    140L, 131L, 246L, 133L, 148L, 151L, 99L, 107L, 166L, 94L, 112L,
    93L, 71L, 131L, 103L, 132L, 101L, 300L, 348L, 374L, 322L, 308L,
    300L, 303L, 317L, 282L, 311L, 298L, 269L, 236L, 286L, 250L, 232L,
    245L, 248L, 276L, 258L, 283L, 316L, 279L, 277L, 266L, 260L, 270L,
    274L, 257L, 240L, 288L, 269L, 220L, 283L, 242L, 278L, 212L, 271L,
    247L, 217L, 245L, 269L, 277L, 197L, 220L, 263L, 303L, 226L, 286L,
    227L, 242L, 279L, 317L, 250L, 294L, 225L, 249L, 258L, 152L, 199L,
    322L, 237L, 287L, 238L, 239L, 293L, 219L, 274L, 314L, 288L, 256L,
    303L, 261L, 226L, 267L, 244L, 262L, 265L, 277L, 263L, 252L, 249L,
    241L, 420L, 306L, 696L, 355L, 349L, 404L, 307L, 357L, 320L, 271L,
    251L, 206L, 273L, 289L, 214L, 203L, 224L, 269L, 202L, 248L, 217L,
    215L, 332L, 188L, 215L, 256L, 271L, 318L, 226L, 204L, 180L, 151L,
    217L, 223L, 275L, 241L, 266L, 303L, 266L, 346L, 278L, 289L, 283L,
    319L, 385L, 379L, 408L, 382L, 468L, 501L, 530L, 516L, 408L, 431L,
    644L, 411L, 545L, 430L, 426L, 373L, 388L, 394L, 446L, 432L, 376L,
    550L, 498L, 398L, 484L, 407L, 414L, 682L, 399L
  )
) |>
  tsibble::as_tsibble(index = time)

Dados |>
  model(varima = VARIMA(vars(Admissões, Demissões) ~ pdq(0, 1, 0)))
#> # A mable: 1 x 1
#>                    varima
#>                   <model>
#> 1 <VARIMA(1,1,1) w/ mean>

Created on 2024-11-28 with reprex v2.1.1

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Run the supplied R reprex and inspect the VARIMA model call using the fable and tsibble APIs. The issue names no source file or test and does not define which specials should be honored, so first establish the expected behavior and locate the VARIMA implementation or existing tests. Done means the reported VARIMA behavior is reproduced, corrected, and covered by a regression test.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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