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What about as.lm for mdl_ts? #332

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mbg-unsw opened this issue May 18, 2021 · 1 comment
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What about as.lm for mdl_ts? #332

mbg-unsw opened this issue May 18, 2021 · 1 comment

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@mbg-unsw
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It would be handy to be able to cast TSLM() fits to lm objects for things like NeweyWest()

Would that be generally useful?

@mitchelloharawild
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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.

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