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VARIMA ignores specials #421

@robjhyndman

Description

@robjhyndman
library(fable)

Dados <- data.frame(
  time = seq(240),
  Admissões = c(
    230L, 213L, 235L, 222L, 310L, 234L, 238L, 333L, 240L, 242L, 197L, 217L,
    104L, 213L, 255L, 220L, 251L, 233L, 181L, 168L, 129L, 188L, 149L,
    186L, 112L, 163L, 220L, 199L, 186L, 201L, 163L, 229L, 222L, 192L,
    172L, 198L, 109L, 120L, 190L, 149L, 181L, 168L, 182L, 168L, 227L,
    202L, 193L, 226L, 165L, 190L, 168L, 126L, 163L, 155L, 159L, 176L,
    159L, 153L, 198L, 189L, 86L, 148L, 123L, 160L, 156L, 121L, 209L,
    149L, 155L, 142L, 149L, 246L, 140L, 131L, 148L, 157L, 182L, 137L,
    128L, 137L, 164L, 105L, 155L, 125L, 220L, 263L, 248L, 289L, 454L,
    275L, 289L, 317L, 347L, 359L, 410L, 329L, 206L, 212L, 278L, 262L,
    337L, 283L, 303L, 268L, 285L, 353L, 271L, 327L, 170L, 217L, 254L,
    262L, 350L, 270L, 303L, 350L, 322L, 305L, 264L, 278L, 178L, 257L,
    262L, 215L, 265L, 321L, 285L, 259L, 215L, 247L, 277L, 245L, 123L,
    198L, 217L, 296L, 299L, 342L, 316L, 204L, 234L, 270L, 194L, 233L,
    171L, 217L, 255L, 300L, 293L, 242L, 257L, 307L, 354L, 243L, 259L,
    263L, 153L, 215L, 286L, 276L, 327L, 322L, 262L, 278L, 285L, 269L,
    279L, 358L, 180L, 301L, 505L, 317L, 537L, 441L, 464L, 368L, 366L,
    388L, 248L, 279L, 173L, 246L, 230L, 203L, 297L, 200L, 251L, 267L,
    207L, 217L, 239L, 302L, 394L, 381L, 257L, 70L, 140L, 186L, 189L,
    221L, 299L, 460L, 328L, 298L, 397L, 441L, 353L, 321L, 455L, 450L,
    419L, 444L, 494L, 526L, 628L, 476L, 462L, 611L, 562L, 504L, 588L,
    513L, 440L, 557L, 487L, 475L, 407L, 296L, 407L, 456L, 432L, 345L,
    479L, 386L, 354L, 411L, 467L, 397L, 430L, 280L
  ),
  Demissões = c(
    188L, 218L, 210L, 207L, 219L, 191L, 285L, 197L, 222L, 232L, 218L, 180L,
    177L, 219L, 204L, 178L, 169L, 120L, 145L, 150L, 114L, 204L, 178L,
    208L, 188L, 164L, 195L, 127L, 127L, 185L, 144L, 142L, 135L, 159L,
    154L, 195L, 116L, 159L, 142L, 152L, 144L, 165L, 207L, 201L, 170L,
    169L, 163L, 175L, 148L, 134L, 128L, 138L, 139L, 100L, 150L, 141L,
    121L, 151L, 115L, 155L, 175L, 149L, 135L, 135L, 126L, 127L, 132L,
    140L, 131L, 246L, 133L, 148L, 151L, 99L, 107L, 166L, 94L, 112L,
    93L, 71L, 131L, 103L, 132L, 101L, 300L, 348L, 374L, 322L, 308L,
    300L, 303L, 317L, 282L, 311L, 298L, 269L, 236L, 286L, 250L, 232L,
    245L, 248L, 276L, 258L, 283L, 316L, 279L, 277L, 266L, 260L, 270L,
    274L, 257L, 240L, 288L, 269L, 220L, 283L, 242L, 278L, 212L, 271L,
    247L, 217L, 245L, 269L, 277L, 197L, 220L, 263L, 303L, 226L, 286L,
    227L, 242L, 279L, 317L, 250L, 294L, 225L, 249L, 258L, 152L, 199L,
    322L, 237L, 287L, 238L, 239L, 293L, 219L, 274L, 314L, 288L, 256L,
    303L, 261L, 226L, 267L, 244L, 262L, 265L, 277L, 263L, 252L, 249L,
    241L, 420L, 306L, 696L, 355L, 349L, 404L, 307L, 357L, 320L, 271L,
    251L, 206L, 273L, 289L, 214L, 203L, 224L, 269L, 202L, 248L, 217L,
    215L, 332L, 188L, 215L, 256L, 271L, 318L, 226L, 204L, 180L, 151L,
    217L, 223L, 275L, 241L, 266L, 303L, 266L, 346L, 278L, 289L, 283L,
    319L, 385L, 379L, 408L, 382L, 468L, 501L, 530L, 516L, 408L, 431L,
    644L, 411L, 545L, 430L, 426L, 373L, 388L, 394L, 446L, 432L, 376L,
    550L, 498L, 398L, 484L, 407L, 414L, 682L, 399L
  )
) |>
  tsibble::as_tsibble(index = time)

Dados |>
  model(varima = VARIMA(vars(Admissões, Demissões) ~ pdq(0, 1, 0)))
#> # A mable: 1 x 1
#>                    varima
#>                   <model>
#> 1 <VARIMA(1,1,1) w/ mean>

Created on 2024-11-28 with reprex v2.1.1

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