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fable 0.5.0

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@mitchelloharawild mitchelloharawild released this 23 Jan 20:30

New features

  • Added ARFIMA() model.
  • Added fracdiff() and fracdiffinv() functions for fractional
    differencing and integration.

Improvements

  • ETS() now supports missing values.
  • Improved ARIMA() with constant time series after differencing (#417).
  • Documentation improvements.

Bug fixes

  • Fixed VARIMA() not working with integer data.
  • More robust calculations of ARIMA() AR and MA roots (#417).
  • Fixed refit() method for ETS() models applying transformations twice (#407).
  • Fixed recycling warning in generate() method for SNAIVE() models (#436).
  • Fixed automatic ARIMA() with approximation = TRUE storing incorrect model
    specifications when secondary MLE model estimates are all rejected (#412).