This is a follow up to the question posed here: new_transformation not working with multiple inputs from tsibble object inside ARIMA
When passing back a CPI forecast as new_data to undo the CPI transformation, I receive an error. Any thoughts?
Here is the code:
library(fpp3)
aus_acc_fit <- aus_accommodation %>%
model(ARIMA(resp(Takings)/CPI*100 ~ trend(knots = yearquarter("2008 Q1")) + season()))
cpi_fc <- aus_accommodation %>%
model(ARIMA(CPI)) %>%
forecast(h =6) %>%
as_tsibble() %>%
select(-.model, -CPI) %>%
rename(CPI = .mean) %>%
relocate(Date, .before = State)
aus_acc_fc <- aus_acc_fit %>%
forecast(new_data = cpi_fc)
And here is the error:
Error in `mutate()`:
! Problem while computing `ARIMA(resp(Takings)/CPI * 100 ~ trend(knots = yearquarter("2008 Q1")) + season()) =
(function (object, ...) ...`.
Caused by error in `hessian.default()`:
! Richardson method for hessian assumes a scalar valued function.
Run `rlang::last_error()` to see where the error occurred.
Nice code - there is nothing wrong with your attempt here!
This issue has been fixed in the development versions of the software which I hope to put on CRAN soon. Try updating {distributional} first, and if that doesn't work {fabletools} and {fable}.
library(fpp3)
#> ── Attaching packages ──────────────────────────────────────────── fpp3 0.4.0 ──
#> ✔ tibble 3.1.7 ✔ tsibble 1.1.1
#> ✔ dplyr 1.0.9 ✔ tsibbledata 0.4.0
#> ✔ tidyr 1.2.0 ✔ feasts 0.2.2
#> ✔ lubridate 1.8.0 ✔ fable 0.3.1.9000
#> ✔ ggplot2 3.3.6
#> ── Conflicts ───────────────────────────────────────────────── fpp3_conflicts ──
#> ✖ lubridate::date() masks base::date()
#> ✖ dplyr::filter() masks stats::filter()
#> ✖ tsibble::intersect() masks base::intersect()
#> ✖ tsibble::interval() masks lubridate::interval()
#> ✖ dplyr::lag() masks stats::lag()
#> ✖ tsibble::setdiff() masks base::setdiff()
#> ✖ tsibble::union() masks base::union()
aus_acc_fit <- aus_accommodation %>%
model(ARIMA(resp(Takings)/CPI*100 ~ trend(knots = yearquarter("2008 Q1")) + season()))
cpi_fc <- aus_accommodation %>%
model(ARIMA(CPI)) %>%
forecast(h =6) %>%
as_tsibble() %>%
select(-.model, -CPI) %>%
rename(CPI = .mean) %>%
relocate(Date, .before = State)
aus_acc_fc <- aus_acc_fit %>%
forecast(new_data = cpi_fc)
aus_acc_fc
#> # A fable: 48 x 6 [1Q]
#> # Key: State, .model [8]
#> State .model Date Takings .mean CPI
#> <chr> <chr> <qtr> <dist> <dbl> <dbl>
#> 1 Australian Capital Territory "ARIMA(resp… 2016 Q3 t(N(62, 9.9)) 67.3 109.
#> 2 Australian Capital Territory "ARIMA(resp… 2016 Q4 t(N(59, 12)) 64.7 110.
#> 3 Australian Capital Territory "ARIMA(resp… 2017 Q1 t(N(59, 13)) 65.0 110.
#> 4 Australian Capital Territory "ARIMA(resp… 2017 Q2 t(N(59, 13)) 65.9 111.
#> 5 Australian Capital Territory "ARIMA(resp… 2017 Q3 t(N(61, 13)) 67.9 111.
#> 6 Australian Capital Territory "ARIMA(resp… 2017 Q4 t(N(59, 13)) 65.9 112.
#> 7 New South Wales "ARIMA(resp… 2016 Q3 t(N(791, 1254)) 863. 109.
#> 8 New South Wales "ARIMA(resp… 2016 Q4 t(N(844, 1589)) 926. 110.
#> 9 New South Wales "ARIMA(resp… 2017 Q1 t(N(829, 1679)) 915. 110.
#> 10 New South Wales "ARIMA(resp… 2017 Q2 t(N(734, 1703)) 814. 111.
#> # … with 38 more rows
Created on 2022-07-29 by the reprex package (v2.0.1)
Session infosessioninfo::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#> setting value
#> version R version 4.1.2 (2021-11-01)
#> os Ubuntu 20.04.4 LTS
#> system x86_64, linux-gnu
#> ui X11
#> language en_AU:en
#> collate en_AU.UTF-8
#> ctype en_AU.UTF-8
#> tz Australia/Melbourne
#> date 2022-07-29
#> pandoc 2.17.1.1 @ /usr/lib/rstudio/bin/quarto/bin/ (via rmarkdown)
#>
#> ─ Packages ───────────────────────────────────────────────────────────────────
#> package * version date (UTC) lib source
#> anytime 0.3.9 2020-08-27 [1] RSPM (R 4.1.2)
#> assertthat 0.2.1 2019-03-21 [1] RSPM (R 4.1.2)
#> cli 3.3.0 2022-04-25 [1] RSPM (R 4.1.2)
#> colorspace 2.0-3 2022-02-21 [1] RSPM (R 4.1.2)
#> crayon 1.5.1 2022-03-26 [1] RSPM (R 4.1.2)
#> DBI 1.1.2 2021-12-20 [1] RSPM (R 4.1.2)
#> digest 0.6.29 2021-12-01 [1] RSPM (R 4.1.2)
#> distributional 0.3.0.9000 2022-06-10 [1] local
#> dplyr * 1.0.9 2022-04-28 [1] CRAN (R 4.1.2)
#> ellipsis 0.3.2 2021-04-29 [1] RSPM (R 4.1.2)
#> evaluate 0.15 2022-02-18 [1] RSPM (R 4.1.2)
#> fable * 0.3.1.9000 2022-07-23 [1] local
#> fabletools * 0.3.2.9000 2022-06-13 [1] local
#> fansi 1.0.3 2022-03-24 [1] RSPM (R 4.1.2)
#> farver 2.1.0 2021-02-28 [1] RSPM (R 4.1.2)
#> fastmap 1.1.0 2021-01-25 [1] RSPM (R 4.1.2)
#> feasts * 0.2.2 2021-06-03 [1] RSPM (R 4.1.2)
#> fpp3 * 0.4.0 2021-02-06 [1] RSPM (R 4.1.2)
#> fs 1.5.2 2021-12-08 [1] CRAN (R 4.1.2)
#> generics 0.1.2 2022-01-31 [1] RSPM (R 4.1.2)
#> ggplot2 * 3.3.6 2022-05-03 [1] CRAN (R 4.1.2)
#> glue 1.6.2 2022-02-24 [1] CRAN (R 4.1.2)
#> gtable 0.3.0 2019-03-25 [1] RSPM (R 4.1.2)
#> highr 0.9 2021-04-16 [1] RSPM (R 4.1.2)
#> htmltools 0.5.2 2021-08-25 [1] RSPM (R 4.1.2)
#> knitr 1.39 2022-04-26 [1] RSPM (R 4.1.2)
#> lattice 0.20-45 2021-09-22 [2] CRAN (R 4.1.2)
#> lifecycle 1.0.1 2021-09-24 [1] CRAN (R 4.1.2)
#> lubridate * 1.8.0 2021-10-07 [1] RSPM (R 4.1.2)
#> magrittr 2.0.3 2022-03-30 [1] RSPM (R 4.1.2)
#> munsell 0.5.0 2018-06-12 [1] RSPM (R 4.1.2)
#> nlme 3.1-153 2021-09-07 [2] CRAN (R 4.1.2)
#> numDeriv 2016.8-1.1 2019-06-06 [1] RSPM (R 4.1.2)
#> pillar 1.7.0 2022-02-01 [1] RSPM (R 4.1.2)
#> pkgconfig 2.0.3 2019-09-22 [1] RSPM (R 4.1.2)
#> progressr 0.10.1 2022-06-03 [1] CRAN (R 4.1.2)
#> purrr 0.3.4 2020-04-17 [1] CRAN (R 4.1.2)
#> R6 2.5.1 2021-08-19 [1] CRAN (R 4.1.2)
#> rappdirs 0.3.3 2021-01-31 [1] CRAN (R 4.1.2)
#> Rcpp 1.0.8.3 2022-03-17 [1] RSPM (R 4.1.2)
#> reprex 2.0.1 2021-08-05 [1] RSPM (R 4.1.2)
#> rlang 1.0.2 2022-03-04 [1] RSPM (R 4.1.2)
#> rmarkdown 2.14 2022-04-25 [1] RSPM (R 4.1.2)
#> rstudioapi 0.13 2020-11-12 [1] CRAN (R 4.1.2)
#> scales 1.2.0 2022-04-13 [1] RSPM (R 4.1.2)
#> sessioninfo 1.2.2 2021-12-06 [1] RSPM (R 4.1.2)
#> stringi 1.7.6 2021-11-29 [1] RSPM (R 4.1.2)
#> stringr 1.4.0 2019-02-10 [1] RSPM (R 4.1.2)
#> tibble * 3.1.7 2022-05-03 [1] CRAN (R 4.1.2)
#> tidyr * 1.2.0 2022-02-01 [1] RSPM (R 4.1.2)
#> tidyselect 1.1.2 2022-02-21 [1] RSPM (R 4.1.2)
#> tsibble * 1.1.1 2021-12-03 [1] RSPM (R 4.1.2)
#> tsibbledata * 0.4.0 2022-01-07 [1] RSPM (R 4.1.2)
#> urca 1.3-0 2016-09-06 [1] RSPM (R 4.1.2)
#> utf8 1.2.2 2021-07-24 [1] RSPM (R 4.1.2)
#> vctrs 0.4.1 2022-04-13 [1] RSPM (R 4.1.2)
#> withr 2.5.0 2022-03-03 [1] RSPM (R 4.1.2)
#> xfun 0.31 2022-05-10 [1] CRAN (R 4.1.2)
#> yaml 2.3.5 2022-02-21 [1] CRAN (R 4.1.2)
#>
#> [1] /home/mitchell/R/x86_64-pc-linux-gnu-library/4.1
#> [2] /opt/R/4.1.2/lib/R/library
#>
#> ──────────────────────────────────────────────────────────────────────────────