Releases: tidyverts/feasts
Releases · tidyverts/feasts
CRAN v0.4.1
Bug fixes
- Fixed
gg_season()
not working with daily data showing seasonality > 1 week.
CRAN v0.4.0
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()
fromurca
.
Improvements
- Documentation improvements.
Bug fixes
- Fixed
gg_season()
not wrapping acrossfacet_period
argument correctly.
CRAN v0.3.2
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
feasts 0.3.1
Minor patch to resolve CRAN check issues with S3 method consistency.
CRAN v0.3.0
New features
- Added the
tapered
argument toACF()
andPACF()
for producing banded and
tapered estimates of autocovariance (#1).
Improvements
gg_season()
now allows seasonal period identifying labels to be nudged and
repelled with thelabels_repel
,labels_left_nudge
, and
labels_right_nudge
arguments.gg_season()
behaviour ofmax_col
has been restored, where colours aren't
used if the number of subseries to be coloured exceeds this value. The default
has changed toInf
since this function now supports continuous colour
guides. A new argumentmax_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 ofggsave()
with these plots (#149).
Bug fixes
- Fixed
generate(<STL>)
returning$.sim
as anum [1:n(1d)]
instead of
num [1:72]
(fable/#336). - Fixed issue with
gg_season()
incorrectly grouping some seasonal subseries. CCF()
now matchesstats::ccf()
x
andy
arguments (#144).
CRAN v0.2.2
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 thetype
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()
whendefaults = "seasonal"
(#130). - Fixed issue with
gg_subseries()
on data with spaces in the index column
name (#136).
Breaking changes
- Replaced usage of
...
inACF()
,PACF()
, andCCF()
withy
(andx
forCCF()
) arguments. This change should not affect the code for most users,
but is important for the eventual passing of...
toacf()
,pacf()
and
ccf()
in a future version (#124).
CRAN v0.2.1
Small patch to fix check issues on Solaris, and to resolve components()
for
automatically selected transformations in X_13ARIMA_SEATS()
.
CRAN v0.2.0
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
theseasonal::seas()
function. The defaults match what is used in the
seasonal pacakge, however these defaults can be removed (giving an empty
default model) by settingdefaults="none"
.
Breaking changes
- The new
X_13ARIMA_SEATS()
method officially deprecates (supersedes) the
X11()
andSEATS()
models which were previously not exported (#66).
CRAN v0.1.7
New features
- Added
generate()
method forSTL()
decompositions. The method uses a block
bootstrap method to sample from the residuals. - Added
fitted()
andresiduals()
methods forSTL()
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
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()