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I appreciate the suggestion, however fable uses a more minimal object than lm() and so it is not possible to go from TSLM->lm.
It is however more interesting about implementing functions like NeweyWest.
The plan for model based tests (which can also be extended to things like extracting estimates) is discussed in tidyverts/fabletools#105, and something similar would be needed here. So I've noted that in tidyverts/fabletools#105.
It would be handy to be able to cast TSLM() fits to lm objects for things like NeweyWest()
Would that be generally useful?
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