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Releases: tidyverts/feasts

CRAN v0.4.1

27 Sep 10:24
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Bug fixes

  • Fixed gg_season() not working with daily data showing seasonality > 1 week.

CRAN v0.4.0

17 Sep 06:01
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New features

  • Added gg_irf() for plotting impulse responses (typically obtained from using
    IRF() with fable models).
  • Added cointegration tests cointegration_johansen() and
    cointegration_phillips_ouliaris() from urca.

Improvements

  • Documentation improvements.

Bug fixes

  • Fixed gg_season() not wrapping across facet_period argument correctly.

CRAN v0.3.2

15 Mar 09:10
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Minor patch to resolve CRAN check issues with ggplot2 v3.5.0 breaking changes.

Improvements

  • Calculate seasonally adjusted data from classical decomposition using original
    data and seasonal term rather than trend and remainder.

Bug fixes

  • Fixed out-of-bounds gg_season() breaks issue with ggplot2 v3.5.0
  • Changed the metadata of classical decomposition's components to better reflect
    the seasonally adjusted variable's structure.

CRAN v0.3.1

22 Mar 14:23
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feasts 0.3.1

Minor patch to resolve CRAN check issues with S3 method consistency.

CRAN v0.3.0

02 Sep 01:10
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New features

  • Added the tapered argument to ACF() and PACF() for producing banded and
    tapered estimates of autocovariance (#1).

Improvements

  • gg_season() now allows seasonal period identifying labels to be nudged and
    repelled with the labels_repel, labels_left_nudge, and
    labels_right_nudge arguments.
  • gg_season() behaviour of max_col has been restored, where colours aren't
    used if the number of subseries to be coloured exceeds this value. The default
    has changed to Inf since this function now supports continuous colour
    guides. A new argument max_col_discrete has been added to control the
    threshold for showing discrete and continuous colour guides (#150).
  • Updated guerrero() method to maintain a consistent subseries length by
    removing the first few observations of needed. This more closely matches
    the described method, and the implementation in the forecast package.
  • Added grid.draw() method for ensemble graphics (gg_tsdisplay() and
    gg_tsresiduals()). This allows use of ggsave() with these plots (#149).

Bug fixes

  • Fixed generate(<STL>) returning $.sim as a num [1:n(1d)] instead of
    num [1:72] (fable/#336).
  • Fixed issue with gg_season() incorrectly grouping some seasonal subseries.
  • CCF() now matches stats::ccf() x and y arguments (#144).

CRAN v0.2.2

04 Jun 10:35
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Minor release for compatibility with an upcoming ggplot2 release. This release
contains a few bug fixes and improvements to existing functionality.

Improvements

  • The gg_tsresiduals() function now allows the type of plotted residual to be
    controlled via the type argument.
  • Improved the default seasonal window for STL() decompositions. For data with
    a single seasonal pattern, the window has changed from 13 to 11. This change
    is based on results from simulation experiments.
  • Documentation improvements.

Bug fixes

  • Fixed issue where seasonal::seas() defaults were not being used in
    X_13ARIMA_SEATS() when defaults = "seasonal" (#130).
  • Fixed issue with gg_subseries() on data with spaces in the index column
    name (#136).

Breaking changes

  • Replaced usage of ... in ACF(), PACF(), and CCF() with y (and x
    for CCF()) arguments. This change should not affect the code for most users,
    but is important for the eventual passing of ... to acf(), pacf() and
    ccf() in a future version (#124).

CRAN v0.2.1

22 Mar 09:43
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Small patch to fix check issues on Solaris, and to resolve components() for
automatically selected transformations in X_13ARIMA_SEATS().

CRAN v0.2.0

18 Mar 12:24
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New features

  • Added X_13ARIMA_SEATS() decomposition method. This is a complete wrapper of
    the X-13ARIMA-SEATS developed by the U.S. Census Bureau, implemented via
    the seasonal::seas() function. The defaults match what is used in the
    seasonal pacakge, however these defaults can be removed (giving an empty
    default model) by setting defaults="none".

Breaking changes

  • The new X_13ARIMA_SEATS() method officially deprecates (supersedes) the
    X11() and SEATS() models which were previously not exported (#66).

CRAN v0.1.7

08 Mar 02:55
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New features

  • Added generate() method for STL() decompositions. The method uses a block
    bootstrap method to sample from the residuals.
  • Added fitted() and residuals() methods for STL() decompositions.

Improvements

  • Changed guerrero() default lower bound for Box-Cox lambda selection to from
    -1 to -0.9. A transformation parameter of -1 typically results from data which
    should not be transformed with a Box-Cox transformation, and can result in
    very inaccurate forecasts if such a strong and inappropriate transformation is
    used.
  • Improved time series plotting functions axis labelling.
  • Documentation improvements.

CRAN v0.1.6

05 Feb 09:29
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feasts 0.1.6

A minor release to fix check issues introduced by changes in an upstream
dependency.

Improvements

  • gg_season() labels are low aligned outward (#115).

Bug fixes

  • Fixed issue with plotting aggregated tsibbles with gg_season() and
    gg_subseries() (#117).
  • Fixed occasional issue with double label/breaks displayed in gg_season()