Using stretch_tsibble with covariates

gistfile1.txt

library(fpp3)

# Stretched data
stretch_uschange <- us_change |>
  stretch_tsibble(.init = 5)

# Fit models to all folds of data
fit <- stretch_uschange |>
  model(lm = TSLM(Consumption ~ Income))

# Set up covariates for 4 steps ahead
future_covariates <- stretch_uschange |>
  new_data(n = 4) |>
  left_join(us_change, by = "Quarter")

# Forecast 4 steps ahead
fc <- fit |>
  forecast(new_data = future_covariates)

# Check accuracy of forecasts
accuracy(fc, us_change)