rtime-seriestsibblefable

tsibble -- how do you get around implicit gaps when there are none


I am new to the tsibble package. I have monthly data that I coerced to a tsibble to use the fable package. A few issues I am having

library(dplyr)
library(fable)
library(lubridate)
library(tsibble)

test <- data.frame(
   YearMonth = c(20160101, 20160201, 20160301, 20160401, 20160501, 20160601,
                 20160701, 20160801, 20160901, 20161001, 20161101, 20161201),
      Claims = c(13032647, 1668005, 24473616, 13640769, 17891432, 11596556,
                 23176360, 7885872, 11948461, 16194792, 4971310, 18032363),
     Revenue = c(12603367, 18733242, 5862766, 3861877, 15407158, 24534258,
                 15633646, 13720258, 24944078, 13375742, 4537475, 22988443)
)

test_ts <- test %>% 
  mutate(YearMonth = ymd(YearMonth)) %>% 
  as_tsibble(
    index = YearMonth,
    regular = FALSE       #because it picks up gaps when I set it to TRUE
    )

# Are there any gaps?
has_gaps(test_ts, .full = T)

model_new <- test_ts %>% 
  model(
  snaive = SNAIVE(Claims))
Warning messages:
1: 1 error encountered for snaive
[1] .data contains implicit gaps in time. You should check your data and convert implicit gaps into explicit missing values using `tsibble::fill_gaps()` if required.

Any help will appreciated.


Solution

  • You have a daily index, but you want a monthly index. The simplest way is to use the tsibble::yearmonth() function, but you will need to convert the date to character first.

    library(dplyr)
    library(tsibble)
    
    test <- data.frame(
      YearMonth = c(20160101, 20160201, 20160301, 20160401, 20160501, 20160601,
        20160701, 20160801, 20160901, 20161001, 20161101, 20161201),
      Claims = c(13032647, 1668005, 24473616, 13640769, 17891432, 11596556,
        23176360, 7885872, 11948461, 16194792, 4971310, 18032363),
      Revenue = c(12603367, 18733242, 5862766, 3861877, 15407158, 24534258,
        15633646, 13720258, 24944078, 13375742, 4537475, 22988443)
    )
    
    test_ts <- test %>%
      mutate(YearMonth = yearmonth(as.character(YearMonth))) %>%
      as_tsibble(index = YearMonth)