diff --git a/dev/pkgdown.yml b/dev/pkgdown.yml index 43d11067..eeb48057 100644 --- a/dev/pkgdown.yml +++ b/dev/pkgdown.yml @@ -4,7 +4,7 @@ pkgdown_sha: ~ articles: fable: fable.html transformations: transformations.html -last_built: 2024-11-01T02:47Z +last_built: 2024-11-01T02:49Z urls: reference: https://fable.tidyverts.org/reference article: https://fable.tidyverts.org/articles diff --git a/dev/reference/VECM-1.png b/dev/reference/VECM-1.png new file mode 100644 index 00000000..c6f4b611 Binary files /dev/null and b/dev/reference/VECM-1.png differ diff --git a/dev/reference/VECM.html b/dev/reference/VECM.html index 76200be6..8256d90e 100644 --- a/dev/reference/VECM.html +++ b/dev/reference/VECM.html @@ -136,18 +136,44 @@

Examples

fit <- lung_deaths %>% model(VECM(vars(mdeaths, fdeaths) ~ AR(3))) -#> Warning: 1 error encountered for VECM(vars(mdeaths, fdeaths) ~ AR(3)) -#> [1] second argument must be a list report(fit) #> Series: mdeaths, fdeaths -#> Model: NULL model -#> NULL model +#> Model: VECM(3, r=1) w/ mean +#> +#> Cointegrating vector: +#> r1 +#> mdeaths 1.0000 +#> fdeaths -4.5422 +#> +#> Coefficients for mdeaths: +#> ECT1 lag(mdeaths,1) lag(fdeaths,1) lag(mdeaths,2) lag(fdeaths,2) +#> 0.7078 -0.8020 3.1195 -0.6249 2.0415 +#> s.e. 0.1052 0.3357 0.8145 0.3753 0.9289 +#> lag(mdeaths,3) lag(fdeaths,3) constant +#> 0.0319 0.8634 730.1488 +#> s.e. 0.3049 0.7350 112.5027 +#> +#> Coefficients for fdeaths: +#> ECT1 lag(mdeaths,1) lag(fdeaths,1) lag(mdeaths,2) lag(fdeaths,2) +#> 0.3001 -0.0400 0.5936 -0.0437 0.3703 +#> s.e. 0.0433 0.1381 0.3350 0.1544 0.3820 +#> lag(mdeaths,3) lag(fdeaths,3) constant +#> 0.1005 0.1699 310.9160 +#> s.e. 0.1254 0.3023 46.2701 +#> +#> Residual covariance matrix: +#> [,1] [,2] +#> [1,] 50065.33 19027.334 +#> [2,] 19027.33 8468.605 +#> +#> log likelihood = -794.48 +#> AIC = 1622.97 AICc = 1635.21 BIC = 1660.7 fit %>% forecast() %>% autoplot(lung_deaths) -#> Error in FUN(X[[i]], ...): attempt to set 'colnames' on an object with less than two dimensions +