I try to use library("fable") but it produces only NULL_Models.
Here is the example from the vignette:
library(fable)
library(tsibbledata)
aus_production %>% autoplot(vars(Beer, Cement))
fit <- aus_production %>% model(VARIMA(vars(Beer, Cement) ~ pdq(4, 1, 1), identification = "none"))
fit
Result: The Autoplot delivers the expected results. Proofing that the data is loaded. However the last line provides only a NULL model:
> fit
# A mable: 1 x 1
`VARIMA(vars(Beer, Cement) ~ pdq(4, 1, 1), identification = "none")`
<model>
1 <NULL model>
Im aware that this question sounds similar to fable::ARIMA produces only NULL model, however the solution given there install.package("urca") didn't solve my issues. Is there any other package missing?
More info on R Installation:
> sessionInfo()
R version 4.5.1 (2025-06-13 ucrt)
Platform: x86_64-w64-mingw32/x64
Running under: Windows 11 x64 (build 26100)
Matrix products: default
LAPACK version 3.12.1
locale:
[1] LC_COLLATE=German_Austria.utf8 LC_CTYPE=German_Austria.utf8 LC_MONETARY=German_Austria.utf8
[4] LC_NUMERIC=C LC_TIME=German_Austria.utf8
time zone: Europe/Vienna
tzcode source: internal
attached base packages:
[1] splines tools stats graphics grDevices datasets utils methods base
other attached packages:
[1] feasts_0.4.1 tsibbledata_0.4.1 fpp3_1.0.1 tsibble_1.1.6 fable_0.4.1
[6] fabletools_0.5.0 fredr_2.1.0 vars_1.6-1 lmtest_0.9-40 urca_1.3-4
[11] strucchange_1.5-4 sandwich_3.1-1 zoo_1.8-14 MASS_7.3-65 ggpp_0.5.8-1
[16] timeplyr_1.1.0 forecast_8.24.0 ggpubr_0.6.0 plotly_4.11.0 ecb_0.4.3
[21] directlabels_2025.5.20 patchwork_1.3.0 kableExtra_1.4.0 lubridate_1.9.4 forcats_1.0.0
[26] purrr_1.0.4 tidyr_1.3.1 tibble_3.3.0 tidyverse_2.0.0 ggrepel_0.9.6
[31] RColorBrewer_1.1-3 stringr_1.5.1 dplyr_1.1.4 reshape2_1.4.4 ggplot2_3.5.2
[36] readr_2.1.5
loaded via a namespace (and not attached):
[1] polynom_1.4-1 rlang_1.1.6 magrittr_2.0.3 tseries_0.10-58 compiler_4.5.1
[6] systemfonts_1.2.3 vctrs_0.6.5 quadprog_1.5-8 crayon_1.5.3 pkgconfig_2.0.3
[11] fastmap_1.2.0 backports_1.5.0 ellipsis_0.3.2 labeling_0.4.3 utf8_1.2.6
[16] rmarkdown_2.29 tzdb_0.5.0 anytime_0.3.11 xfun_0.52 jsonlite_2.0.0
[21] highr_0.11 rsdmx_0.6-5 broom_1.0.8 parallel_4.5.1 R6_2.6.1
[26] stringi_1.8.7 car_3.1-3 Rcpp_1.0.14 knitr_1.50 nnet_7.3-20
[31] timechange_0.3.0 tidyselect_1.2.1 yaml_2.3.10 rstudioapi_0.17.1 abind_1.4-8
[36] timeDate_4041.110 curl_6.3.0 lattice_0.22-7 plyr_1.8.9 quantmod_0.4.28
[41] withr_3.0.2 evaluate_1.0.4 ggdist_3.3.3 xts_0.14.1 xml2_1.3.8
[46] pillar_1.10.2 carData_3.0-5 renv_1.1.4 distributional_0.5.0 generics_0.1.4
[51] TTR_0.24.4 hms_1.1.3 scales_1.4.0 glue_1.8.0 lazyeval_0.2.2
[56] data.table_1.17.6 ggsignif_0.6.4 XML_3.99-0.18 grid_4.5.1 colorspace_2.1-1
[61] nlme_3.1-168 fracdiff_1.5-3 Formula_1.2-5 cli_3.6.5 rappdirs_0.3.3
[66] textshaping_1.0.1 viridisLite_0.4.2 svglite_2.2.1 gtable_0.3.6 rstatix_0.7.2
[71] digest_0.6.37 progressr_0.15.1 htmlwidgets_1.6.4 farver_2.1.2 htmltools_0.5.8.1
[76] lifecycle_1.0.4 httr_1.4.7
Ok, I found the root cause. (R under WSL gave me a more helpfull error message, than my previous try at R implementation in Windows 11)
Solution was:
install.packages("MTS")
library("MTS")