## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(ldt) ## ----------------------------------------------------------------------------- data <- data.pcp$data[,1:5] ## ----datatail----------------------------------------------------------------- tail(data) ## ----datasummary-------------------------------------------------------------- sapply(data, summary) ## ----columndesc, echo=FALSE, results='asis'----------------------------------- for (c in colnames(data)){ cat(paste0("- ", c, ": ", data.pcp$descriptions[c]), "\n\n") } ## ----search------------------------------------------------------------------- search_res <- search.varma(data = get.data(data, endogenous = 5), combinations = get.combinations(sizes = c(1,2,3), numTargets = 1), maxParams = c(2,0,0), metric <- get.search.metrics(typesIn = c(), typesOut = c("mape"), simFixSize = 6), maxHorizon = 5) print(search_res) ## ----summary------------------------------------------------------------------ search_sum <- summary(search_res) ## ----plot, fig.width=6, fig.height=5------------------------------------------ best_model <- search_sum$results[[1]]$value pred <- predict(best_model, actualCount = 10, startFrequency = tdata::f.monthly(data.pcp$start,1)) plot(pred, simMetric = "mape")