Merge remote-tracking branch 'origin/master'

tidyverts · Oct 11, 2023 · 2b0b86b · 2b0b86b
2 parents becc67d + 38900b5
commit 2b0b86b
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Showing 2 changed files with 4 additions and 3 deletions.
diff --git a/R/ar.R b/R/ar.R
@@ -203,7 +203,7 @@ estimate_ar <- function(x, p, xreg, constant, fixed) {
       coef.se = coef_se,
       fits = c(rep.int(NA_real_, p), YH),
       resid = c(rep.int(NA_real_, p), E),
-      reg_resid = x - xm*x_sd,
+      reg_resid = x - xm,
       last = x[(length(E)+1):length(x)],
       sigma2 = drop(varE),
       aic = aic,
@@ -283,14 +283,14 @@ generate.AR <- function(x, new_data = NULL, specials = NULL,
 
   # Predict xreg
   nx <- length(coef) - p
+  ar <- coef[nx + seq_len(p)]
   if (!is.null(xreg)) {
     xcoef <- coef[seq_len(nx)]
-    xm <- drop(xreg %*% xcoef)
+    xm <- drop(xreg %*% xcoef) / (1 - sum(ar))
   } else {
     xm <- rep(0, nrow(new_data))
   }
 
-  ar <- coef[nx + seq_len(p)]
   # Generate future innovations if missing
   if(!(".innov" %in% names(new_data))){
     if(bootstrap){

diff --git a/tests/testthat/test-rw.R b/tests/testthat/test-rw.R
@@ -97,6 +97,7 @@ test_that("SNAIVE", {
   #   fable_fc_sim$value
   # )
 
+  skip_if_not_installed("tsibbledata")
   expect_warning(
     tsibbledata::vic_elec %>%
       tsibble::index_by(date = as.Date(Time)) %>%