Model the residuals of stock price predictions.
Source:R/get_lightgbm_model.R
get_lightgbm_model.RdGet the daily or monthly LightGBM models, which are trained to predict the residuals of the Prophet model.
Value
A fitted workflows::workflow() object.
Details
This model is designed to perform iterative forecasting. This means that it can predict residuals for a certain horizon, then assumes these predictions as truth and uses lagged values as predictors, and makes new predictions, and so on.
The process to get the models is complex because readRDS() does not work
for LightGBM models.
Examples
get_lightgbm_model("daily")
#> $pre
#> $actions
#> $actions$recipe
#> $recipe
#> $var_info
#> # A tibble: 86 × 4
#> variable type role source
#> <chr> <list> <chr> <chr>
#> 1 ticker <chr [3]> predictor original
#> 2 ds <chr [1]> predictor original
#> 3 residuals_lag8 <chr [2]> predictor original
#> 4 residuals_lag9 <chr [2]> predictor original
#> 5 residuals_lag10 <chr [2]> predictor original
#> 6 residuals_lag11 <chr [2]> predictor original
#> 7 residuals_lag12 <chr [2]> predictor original
#> 8 residuals_lag13 <chr [2]> predictor original
#> 9 residuals_lag14 <chr [2]> predictor original
#> 10 residuals_lag15 <chr [2]> predictor original
#> # … with 76 more rows
#>
#> $term_info
#> # A tibble: 86 × 4
#> variable type role source
#> <chr> <list> <chr> <chr>
#> 1 ticker <chr [3]> predictor original
#> 2 ds <chr [1]> predictor original
#> 3 residuals_lag8 <chr [2]> predictor original
#> 4 residuals_lag9 <chr [2]> predictor original
#> 5 residuals_lag10 <chr [2]> predictor original
#> 6 residuals_lag11 <chr [2]> predictor original
#> 7 residuals_lag12 <chr [2]> predictor original
#> 8 residuals_lag13 <chr [2]> predictor original
#> 9 residuals_lag14 <chr [2]> predictor original
#> 10 residuals_lag15 <chr [2]> predictor original
#> # … with 76 more rows
#>
#> $steps
#> $steps[[1]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] "predictor"
#>
#> $trained
#> [1] FALSE
#>
#> $features
#> [1] "month" "dow" "quarter" "week" "decimal"
#>
#> $abbr
#> [1] TRUE
#>
#> $label
#> [1] TRUE
#>
#> $ordinal
#> [1] FALSE
#>
#> $locale
#> $month
#> [1] "January" "February" "March" "April" "May" "June"
#> [7] "July" "August" "September" "October" "November" "December"
#>
#> $month_abbrev
#> [1] "Jan" "Feb" "Mar" "Apr" "May" "Jun" "Jul" "Aug" "Sep" "Oct" "Nov" "Dec"
#>
#> $weekday
#> [1] "Sunday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
#> [7] "Saturday"
#>
#> $weekday_abbrev
#> [1] "Sun" "Mon" "Tue" "Wed" "Thu" "Fri" "Sat"
#>
#> $am_pm
#> [1] "AM" "PM"
#>
#> attr(,"class")
#> [1] "clock_labels"
#>
#> $columns
#> NULL
#>
#> $keep_original_cols
#> [1] TRUE
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "date_0f4Em"
#>
#> attr(,"class")
#> [1] "step_date" "step"
#>
#> $steps[[2]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] "predictor"
#>
#> $trained
#> [1] FALSE
#>
#> $frequency
#> [1] 1 2 3 4 5
#>
#> $cycle_size
#> [1] 30
#>
#> $starting_val
#> [1] NA
#>
#> $keep_original_cols
#> [1] TRUE
#>
#> $columns
#> NULL
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "harmonic_kPSmo"
#>
#> attr(,"class")
#> [1] "step_harmonic" "step"
#>
#> $steps[[3]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] NA
#>
#> $trained
#> [1] FALSE
#>
#> $removals
#> NULL
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "rm_C4Bik"
#>
#> attr(,"class")
#> [1] "step_rm" "step"
#>
#>
#> $template
#> # A tibble: 0 × 86
#> # … with 86 variables: ticker <fct>, ds <date>, residuals_lag8 <dbl>,
#> # residuals_lag9 <dbl>, residuals_lag10 <dbl>, residuals_lag11 <dbl>,
#> # residuals_lag12 <dbl>, residuals_lag13 <dbl>, residuals_lag14 <dbl>,
#> # residuals_lag15 <dbl>, residuals_lag16 <dbl>, residuals_lag17 <dbl>,
#> # residuals_lag18 <dbl>, residuals_lag19 <dbl>, residuals_lag20 <dbl>,
#> # residuals_lag21 <dbl>, residuals_lag22 <dbl>, residuals_lag23 <dbl>,
#> # residuals_lag24 <dbl>, residuals_lag25 <dbl>, residuals_lag26 <dbl>, …
#>
#> $levels
#> NULL
#>
#> $retained
#> [1] NA
#>
#> $requirements
#> $requirements$bake
#> named logical(0)
#>
#>
#> attr(,"class")
#> [1] "butchered_recipe" "recipe"
#>
#> $blueprint
#> $intercept
#> [1] FALSE
#>
#> $allow_novel_levels
#> [1] FALSE
#>
#> $composition
#> [1] "tibble"
#>
#> $ptypes
#> NULL
#>
#> $fresh
#> [1] TRUE
#>
#> $recipe
#> NULL
#>
#> $extra_role_ptypes
#> NULL
#>
#> attr(,"class")
#> [1] "default_recipe_blueprint" "recipe_blueprint"
#> [3] "hardhat_blueprint"
#>
#> attr(,"class")
#> [1] "action_recipe" "action_pre" "action"
#>
#>
#> $mold
#> $mold$blueprint
#> $intercept
#> [1] FALSE
#>
#> $allow_novel_levels
#> [1] FALSE
#>
#> $composition
#> [1] "tibble"
#>
#> $ptypes
#> $ptypes$predictors
#> # A tibble: 0 × 85
#> # … with 85 variables: ticker <fct>, ds <date>, residuals_lag8 <dbl>,
#> # residuals_lag9 <dbl>, residuals_lag10 <dbl>, residuals_lag11 <dbl>,
#> # residuals_lag12 <dbl>, residuals_lag13 <dbl>, residuals_lag14 <dbl>,
#> # residuals_lag15 <dbl>, residuals_lag16 <dbl>, residuals_lag17 <dbl>,
#> # residuals_lag18 <dbl>, residuals_lag19 <dbl>, residuals_lag20 <dbl>,
#> # residuals_lag21 <dbl>, residuals_lag22 <dbl>, residuals_lag23 <dbl>,
#> # residuals_lag24 <dbl>, residuals_lag25 <dbl>, residuals_lag26 <dbl>, …
#>
#> $ptypes$outcomes
#> # A tibble: 0 × 1
#> # … with 1 variable: residuals <dbl>
#>
#>
#> $fresh
#> [1] TRUE
#>
#> $recipe
#> $var_info
#> # A tibble: 86 × 4
#> variable type role source
#> <chr> <list> <chr> <chr>
#> 1 ticker <chr [3]> predictor original
#> 2 ds <chr [1]> predictor original
#> 3 residuals_lag8 <chr [2]> predictor original
#> 4 residuals_lag9 <chr [2]> predictor original
#> 5 residuals_lag10 <chr [2]> predictor original
#> 6 residuals_lag11 <chr [2]> predictor original
#> 7 residuals_lag12 <chr [2]> predictor original
#> 8 residuals_lag13 <chr [2]> predictor original
#> 9 residuals_lag14 <chr [2]> predictor original
#> 10 residuals_lag15 <chr [2]> predictor original
#> # … with 76 more rows
#>
#> $term_info
#> # A tibble: 100 × 4
#> variable type role source
#> <chr> <list> <chr> <chr>
#> 1 ticker <chr [3]> predictor original
#> 2 residuals_lag8 <chr [2]> predictor original
#> 3 residuals_lag9 <chr [2]> predictor original
#> 4 residuals_lag10 <chr [2]> predictor original
#> 5 residuals_lag11 <chr [2]> predictor original
#> 6 residuals_lag12 <chr [2]> predictor original
#> 7 residuals_lag13 <chr [2]> predictor original
#> 8 residuals_lag14 <chr [2]> predictor original
#> 9 residuals_lag15 <chr [2]> predictor original
#> 10 residuals_lag16 <chr [2]> predictor original
#> # … with 90 more rows
#>
#> $steps
#> $steps[[1]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] "predictor"
#>
#> $trained
#> [1] TRUE
#>
#> $features
#> [1] "month" "dow" "quarter" "week" "decimal"
#>
#> $abbr
#> [1] TRUE
#>
#> $label
#> [1] TRUE
#>
#> $ordinal
#> [1] FALSE
#>
#> $locale
#> $month
#> [1] "January" "February" "March" "April" "May" "June"
#> [7] "July" "August" "September" "October" "November" "December"
#>
#> $month_abbrev
#> [1] "Jan" "Feb" "Mar" "Apr" "May" "Jun" "Jul" "Aug" "Sep" "Oct" "Nov" "Dec"
#>
#> $weekday
#> [1] "Sunday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
#> [7] "Saturday"
#>
#> $weekday_abbrev
#> [1] "Sun" "Mon" "Tue" "Wed" "Thu" "Fri" "Sat"
#>
#> $am_pm
#> [1] "AM" "PM"
#>
#> attr(,"class")
#> [1] "clock_labels"
#>
#> $columns
#> ds
#> "ds"
#>
#> $keep_original_cols
#> [1] TRUE
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "date_0f4Em"
#>
#> attr(,"class")
#> [1] "step_date" "step"
#>
#> $steps[[2]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] "predictor"
#>
#> $trained
#> [1] TRUE
#>
#> $frequency
#> 1 2 3 4 5
#> 1 2 3 4 5
#>
#> $cycle_size
#> ds
#> 30
#>
#> $starting_val
#> ds
#> 0
#>
#> $keep_original_cols
#> [1] TRUE
#>
#> $columns
#> ds
#> "ds"
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "harmonic_kPSmo"
#>
#> attr(,"class")
#> [1] "step_harmonic" "step"
#>
#> $steps[[3]]
#> $terms
#> $terms[[1]]
#> <quosure>
#> expr: ^ds
#> env: package:base
#>
#>
#> $role
#> [1] NA
#>
#> $trained
#> [1] TRUE
#>
#> $removals
#> ds
#> "ds"
#>
#> $skip
#> [1] FALSE
#>
#> $id
#> [1] "rm_C4Bik"
#>
#> attr(,"class")
#> [1] "step_rm" "step"
#>
#>
#> $levels
#> $levels$ticker
#> $levels$ticker$values
#> [1] "A" "AAL" "AAP" "AAPL" "ABBV" "ABC" "ABMD" "ABT" "ACGL"
#> [10] "ACN" "ADBE" "ADI" "ADM" "ADP" "ADSK" "AEE" "AEP" "AES"
#> [19] "AFL" "AIG" "AIZ" "AJG" "AKAM" "ALB" "ALGN" "ALK" "ALL"
#> [28] "ALLE" "AMAT" "AMCR" "AMD" "AME" "AMGN" "AMP" "AMT" "AMZN"
#> [37] "ANET" "ANSS" "AON" "AOS" "APA" "APD" "APH" "APTV" "ARE"
#> [46] "ATO" "ATVI" "AVB" "AVGO" "AVY" "AWK" "AXP" "AZO" "BA"
#> [55] "BAC" "BALL" "BAX" "BBWI" "BBY" "BDX" "BEN" "BF-B" "BIIB"
#> [64] "BIO" "BK" "BKNG" "BKR" "BLK" "BMY" "BR" "BRO" "BSX"
#> [73] "BWA" "BXP" "C" "CAG" "CAH" "CARR" "CAT" "CB" "CBOE"
#> [82] "CBRE" "CCI" "CCL" "CDAY" "CDNS" "CDW" "CE" "CEG" "CF"
#> [91] "CFG" "CHD" "CHRW" "CHTR" "CI" "CINF" "CL" "CLX" "CMA"
#> [100] "CMCSA" "CME" "CMG" "CMI" "CMS" "CNC" "CNP" "COF" "COO"
#> [109] "COP" "COST" "CPB" "CPRT" "CPT" "CRL" "CRM" "CSCO" "CSGP"
#> [118] "CSX" "CTAS" "CTLT" "CTRA" "CTSH" "CTVA" "CVS" "CVX" "CZR"
#> [127] "D" "DAL" "DD" "DE" "DFS" "DG" "DGX" "DHI" "DHR"
#> [136] "DIS" "DISH" "DLR" "DLTR" "DOV" "DOW" "DPZ" "DRI" "DTE"
#> [145] "DUK" "DVA" "DVN" "DXC" "DXCM" "EA" "EBAY" "ECL" "ED"
#> [154] "EFX" "EIX" "EL" "ELV" "EMN" "EMR" "ENPH" "EOG" "EPAM"
#> [163] "EQIX" "EQR" "EQT" "ES" "ESS" "ETN" "ETR" "ETSY" "EVRG"
#> [172] "EW" "EXC" "EXPD" "EXPE" "EXR" "F" "FANG" "FAST" "FBHS"
#> [181] "FCX" "FDS" "FDX" "FE" "FFIV" "FIS" "FISV" "FITB" "FLT"
#> [190] "FMC" "FOX" "FOXA" "FRC" "FRT" "FTNT" "FTV" "GD" "GE"
#> [199] "GEN" "GILD" "GIS" "GL" "GLW" "GM" "GNRC" "GOOG" "GOOGL"
#> [208] "GPC" "GPN" "GRMN" "GS" "GWW" "HAL" "HAS" "HBAN" "HCA"
#> [217] "HD" "HES" "HIG" "HII" "HLT" "HOLX" "HON" "HPE" "HPQ"
#> [226] "HRL" "HSIC" "HST" "HSY" "HUM" "HWM" "IBM" "ICE" "IDXX"
#> [235] "IEX" "IFF" "ILMN" "INCY" "INTC" "INTU" "INVH" "IP" "IPG"
#> [244] "IQV" "IR" "IRM" "ISRG" "IT" "ITW" "IVZ" "J" "JBHT"
#> [253] "JCI" "JKHY" "JNJ" "JNPR" "JPM" "K" "KDP" "KEY" "KEYS"
#> [262] "KHC" "KIM" "KLAC" "KMB" "KMI" "KMX" "KO" "KR" "L"
#> [271] "LDOS" "LEN" "LH" "LHX" "LIN" "LKQ" "LLY" "LMT" "LNC"
#> [280] "LNT" "LOW" "LRCX" "LUMN" "LUV" "LVS" "LW" "LYB" "LYV"
#> [289] "MA" "MAA" "MAR" "MAS" "MCD" "MCHP" "MCK" "MCO" "MDLZ"
#> [298] "MDT" "MET" "META" "MGM" "MHK" "MKC" "MKTX" "MLM" "MMC"
#> [307] "MMM" "MNST" "MO" "MOH" "MOS" "MPC" "MPWR" "MRK" "MRNA"
#> [316] "MRO" "MS" "MSCI" "MSFT" "MSI" "MTB" "MTCH" "MTD" "MU"
#> [325] "NCLH" "NDAQ" "NDSN" "NEE" "NEM" "NFLX" "NI" "NKE" "NOC"
#> [334] "NOW" "NRG" "NSC" "NTAP" "NTRS" "NUE" "NVDA" "NVR" "NWL"
#> [343] "NWS" "NWSA" "NXPI" "O" "ODFL" "OGN" "OKE" "OMC" "ON"
#> [352] "ORCL" "ORLY" "OTIS" "OXY" "PARA" "PAYC" "PAYX" "PCAR" "PCG"
#> [361] "PEAK" "PEG" "PEP" "PFE" "PFG" "PG" "PGR" "PH" "PHM"
#> [370] "PKG" "PKI" "PLD" "PM" "PNC" "PNR" "PNW" "POOL" "PPG"
#> [379] "PPL" "PRU" "PSA" "PSX" "PTC" "PWR" "PXD" "PYPL" "QCOM"
#> [388] "QRVO" "RCL" "RE" "REG" "REGN" "RF" "RHI" "RJF" "RL"
#> [397] "RMD" "ROK" "ROL" "ROP" "ROST" "RSG" "RTX" "SBAC" "SBNY"
#> [406] "SBUX" "SCHW" "SEDG" "SEE" "SHW" "SIVB" "SJM" "SLB" "SNA"
#> [415] "SNPS" "SO" "SPG" "SPGI" "SRE" "STE" "STT" "STX" "STZ"
#> [424] "SWK" "SWKS" "SYF" "SYK" "SYY" "T" "TAP" "TDG" "TDY"
#> [433] "TECH" "TEL" "TER" "TFC" "TFX" "TGT" "TJX" "TMO" "TMUS"
#> [442] "TPR" "TRGP" "TRMB" "TROW" "TRV" "TSCO" "TSLA" "TSN" "TT"
#> [451] "TTWO" "TXN" "TXT" "TYL" "UAL" "UDR" "UHS" "ULTA" "UNH"
#> [460] "UNP" "UPS" "URI" "USB" "V" "VFC" "VICI" "VLO" "VMC"
#> [469] "VNO" "VRSK" "VRSN" "VRTX" "VTR" "VTRS" "VZ" "WAB" "WAT"
#> [478] "WBA" "WBD" "WDC" "WEC" "WELL" "WFC" "WHR" "WM" "WMB"
#> [487] "WMT" "WRB" "WRK" "WST" "WTW" "WY" "WYNN" "XEL" "XOM"
#> [496] "XRAY" "XYL" "YUM" "ZBH" "ZBRA" "ZION" "ZTS"
#>
#> $levels$ticker$ordered
#> [1] FALSE
#>
#> $levels$ticker$factor
#> [1] TRUE
#>
#>
#> $levels$residuals_lag8
#> $levels$residuals_lag8$values
#> [1] NA
#>
#> $levels$residuals_lag8$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag9
#> $levels$residuals_lag9$values
#> [1] NA
#>
#> $levels$residuals_lag9$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag10
#> $levels$residuals_lag10$values
#> [1] NA
#>
#> $levels$residuals_lag10$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag11
#> $levels$residuals_lag11$values
#> [1] NA
#>
#> $levels$residuals_lag11$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag12
#> $levels$residuals_lag12$values
#> [1] NA
#>
#> $levels$residuals_lag12$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag13
#> $levels$residuals_lag13$values
#> [1] NA
#>
#> $levels$residuals_lag13$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag14
#> $levels$residuals_lag14$values
#> [1] NA
#>
#> $levels$residuals_lag14$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag15
#> $levels$residuals_lag15$values
#> [1] NA
#>
#> $levels$residuals_lag15$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag16
#> $levels$residuals_lag16$values
#> [1] NA
#>
#> $levels$residuals_lag16$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag17
#> $levels$residuals_lag17$values
#> [1] NA
#>
#> $levels$residuals_lag17$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag18
#> $levels$residuals_lag18$values
#> [1] NA
#>
#> $levels$residuals_lag18$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag19
#> $levels$residuals_lag19$values
#> [1] NA
#>
#> $levels$residuals_lag19$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag20
#> $levels$residuals_lag20$values
#> [1] NA
#>
#> $levels$residuals_lag20$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag21
#> $levels$residuals_lag21$values
#> [1] NA
#>
#> $levels$residuals_lag21$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag22
#> $levels$residuals_lag22$values
#> [1] NA
#>
#> $levels$residuals_lag22$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag23
#> $levels$residuals_lag23$values
#> [1] NA
#>
#> $levels$residuals_lag23$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag24
#> $levels$residuals_lag24$values
#> [1] NA
#>
#> $levels$residuals_lag24$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag25
#> $levels$residuals_lag25$values
#> [1] NA
#>
#> $levels$residuals_lag25$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag26
#> $levels$residuals_lag26$values
#> [1] NA
#>
#> $levels$residuals_lag26$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag27
#> $levels$residuals_lag27$values
#> [1] NA
#>
#> $levels$residuals_lag27$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag28
#> $levels$residuals_lag28$values
#> [1] NA
#>
#> $levels$residuals_lag28$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag29
#> $levels$residuals_lag29$values
#> [1] NA
#>
#> $levels$residuals_lag29$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag30
#> $levels$residuals_lag30$values
#> [1] NA
#>
#> $levels$residuals_lag30$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag31
#> $levels$residuals_lag31$values
#> [1] NA
#>
#> $levels$residuals_lag31$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag32
#> $levels$residuals_lag32$values
#> [1] NA
#>
#> $levels$residuals_lag32$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag33
#> $levels$residuals_lag33$values
#> [1] NA
#>
#> $levels$residuals_lag33$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag34
#> $levels$residuals_lag34$values
#> [1] NA
#>
#> $levels$residuals_lag34$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag35
#> $levels$residuals_lag35$values
#> [1] NA
#>
#> $levels$residuals_lag35$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag36
#> $levels$residuals_lag36$values
#> [1] NA
#>
#> $levels$residuals_lag36$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag37
#> $levels$residuals_lag37$values
#> [1] NA
#>
#> $levels$residuals_lag37$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag38
#> $levels$residuals_lag38$values
#> [1] NA
#>
#> $levels$residuals_lag38$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag39
#> $levels$residuals_lag39$values
#> [1] NA
#>
#> $levels$residuals_lag39$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag40
#> $levels$residuals_lag40$values
#> [1] NA
#>
#> $levels$residuals_lag40$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag41
#> $levels$residuals_lag41$values
#> [1] NA
#>
#> $levels$residuals_lag41$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag42
#> $levels$residuals_lag42$values
#> [1] NA
#>
#> $levels$residuals_lag42$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag43
#> $levels$residuals_lag43$values
#> [1] NA
#>
#> $levels$residuals_lag43$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag44
#> $levels$residuals_lag44$values
#> [1] NA
#>
#> $levels$residuals_lag44$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag45
#> $levels$residuals_lag45$values
#> [1] NA
#>
#> $levels$residuals_lag45$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag46
#> $levels$residuals_lag46$values
#> [1] NA
#>
#> $levels$residuals_lag46$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag47
#> $levels$residuals_lag47$values
#> [1] NA
#>
#> $levels$residuals_lag47$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag48
#> $levels$residuals_lag48$values
#> [1] NA
#>
#> $levels$residuals_lag48$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag49
#> $levels$residuals_lag49$values
#> [1] NA
#>
#> $levels$residuals_lag49$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag50
#> $levels$residuals_lag50$values
#> [1] NA
#>
#> $levels$residuals_lag50$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag51
#> $levels$residuals_lag51$values
#> [1] NA
#>
#> $levels$residuals_lag51$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag52
#> $levels$residuals_lag52$values
#> [1] NA
#>
#> $levels$residuals_lag52$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag53
#> $levels$residuals_lag53$values
#> [1] NA
#>
#> $levels$residuals_lag53$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag54
#> $levels$residuals_lag54$values
#> [1] NA
#>
#> $levels$residuals_lag54$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag55
#> $levels$residuals_lag55$values
#> [1] NA
#>
#> $levels$residuals_lag55$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag56
#> $levels$residuals_lag56$values
#> [1] NA
#>
#> $levels$residuals_lag56$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag57
#> $levels$residuals_lag57$values
#> [1] NA
#>
#> $levels$residuals_lag57$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag58
#> $levels$residuals_lag58$values
#> [1] NA
#>
#> $levels$residuals_lag58$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag59
#> $levels$residuals_lag59$values
#> [1] NA
#>
#> $levels$residuals_lag59$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag60
#> $levels$residuals_lag60$values
#> [1] NA
#>
#> $levels$residuals_lag60$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag61
#> $levels$residuals_lag61$values
#> [1] NA
#>
#> $levels$residuals_lag61$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag62
#> $levels$residuals_lag62$values
#> [1] NA
#>
#> $levels$residuals_lag62$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag63
#> $levels$residuals_lag63$values
#> [1] NA
#>
#> $levels$residuals_lag63$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag64
#> $levels$residuals_lag64$values
#> [1] NA
#>
#> $levels$residuals_lag64$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag65
#> $levels$residuals_lag65$values
#> [1] NA
#>
#> $levels$residuals_lag65$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag66
#> $levels$residuals_lag66$values
#> [1] NA
#>
#> $levels$residuals_lag66$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag67
#> $levels$residuals_lag67$values
#> [1] NA
#>
#> $levels$residuals_lag67$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag68
#> $levels$residuals_lag68$values
#> [1] NA
#>
#> $levels$residuals_lag68$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag69
#> $levels$residuals_lag69$values
#> [1] NA
#>
#> $levels$residuals_lag69$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag70
#> $levels$residuals_lag70$values
#> [1] NA
#>
#> $levels$residuals_lag70$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag71
#> $levels$residuals_lag71$values
#> [1] NA
#>
#> $levels$residuals_lag71$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag72
#> $levels$residuals_lag72$values
#> [1] NA
#>
#> $levels$residuals_lag72$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag73
#> $levels$residuals_lag73$values
#> [1] NA
#>
#> $levels$residuals_lag73$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag74
#> $levels$residuals_lag74$values
#> [1] NA
#>
#> $levels$residuals_lag74$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag75
#> $levels$residuals_lag75$values
#> [1] NA
#>
#> $levels$residuals_lag75$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag76
#> $levels$residuals_lag76$values
#> [1] NA
#>
#> $levels$residuals_lag76$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag77
#> $levels$residuals_lag77$values
#> [1] NA
#>
#> $levels$residuals_lag77$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag78
#> $levels$residuals_lag78$values
#> [1] NA
#>
#> $levels$residuals_lag78$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag79
#> $levels$residuals_lag79$values
#> [1] NA
#>
#> $levels$residuals_lag79$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag80
#> $levels$residuals_lag80$values
#> [1] NA
#>
#> $levels$residuals_lag80$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag81
#> $levels$residuals_lag81$values
#> [1] NA
#>
#> $levels$residuals_lag81$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag82
#> $levels$residuals_lag82$values
#> [1] NA
#>
#> $levels$residuals_lag82$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag83
#> $levels$residuals_lag83$values
#> [1] NA
#>
#> $levels$residuals_lag83$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag84
#> $levels$residuals_lag84$values
#> [1] NA
#>
#> $levels$residuals_lag84$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag85
#> $levels$residuals_lag85$values
#> [1] NA
#>
#> $levels$residuals_lag85$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag86
#> $levels$residuals_lag86$values
#> [1] NA
#>
#> $levels$residuals_lag86$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag87
#> $levels$residuals_lag87$values
#> [1] NA
#>
#> $levels$residuals_lag87$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag88
#> $levels$residuals_lag88$values
#> [1] NA
#>
#> $levels$residuals_lag88$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag89
#> $levels$residuals_lag89$values
#> [1] NA
#>
#> $levels$residuals_lag89$ordered
#> [1] NA
#>
#>
#> $levels$residuals_lag90
#> $levels$residuals_lag90$values
#> [1] NA
#>
#> $levels$residuals_lag90$ordered
#> [1] NA
#>
#>
#> $levels$residuals
#> $levels$residuals$values
#> [1] NA
#>
#> $levels$residuals$ordered
#> [1] NA
#>
#>
#> $levels$ds_month
#> $levels$ds_month$values
#> [1] "Jan" "Feb" "Mar" "Apr" "May" "Jun" "Jul" "Aug" "Sep" "Oct" "Nov" "Dec"
#>
#> $levels$ds_month$ordered
#> [1] FALSE
#>
#> $levels$ds_month$factor
#> [1] TRUE
#>
#>
#> $levels$ds_dow
#> $levels$ds_dow$values
#> [1] "Sun" "Mon" "Tue" "Wed" "Thu" "Fri" "Sat"
#>
#> $levels$ds_dow$ordered
#> [1] FALSE
#>
#> $levels$ds_dow$factor
#> [1] TRUE
#>
#>
#> $levels$ds_quarter
#> $levels$ds_quarter$values
#> [1] NA
#>
#> $levels$ds_quarter$ordered
#> [1] NA
#>
#>
#> $levels$ds_week
#> $levels$ds_week$values
#> [1] NA
#>
#> $levels$ds_week$ordered
#> [1] NA
#>
#>
#> $levels$ds_decimal
#> $levels$ds_decimal$values
#> [1] NA
#>
#> $levels$ds_decimal$ordered
#> [1] NA
#>
#>
#> $levels$ds_sin_1
#> $levels$ds_sin_1$values
#> [1] NA
#>
#> $levels$ds_sin_1$ordered
#> [1] NA
#>
#>
#> $levels$ds_sin_2
#> $levels$ds_sin_2$values
#> [1] NA
#>
#> $levels$ds_sin_2$ordered
#> [1] NA
#>
#>
#> $levels$ds_sin_3
#> $levels$ds_sin_3$values
#> [1] NA
#>
#> $levels$ds_sin_3$ordered
#> [1] NA
#>
#>
#> $levels$ds_sin_4
#> $levels$ds_sin_4$values
#> [1] NA
#>
#> $levels$ds_sin_4$ordered
#> [1] NA
#>
#>
#> $levels$ds_sin_5
#> $levels$ds_sin_5$values
#> [1] NA
#>
#> $levels$ds_sin_5$ordered
#> [1] NA
#>
#>
#> $levels$ds_cos_1
#> $levels$ds_cos_1$values
#> [1] NA
#>
#> $levels$ds_cos_1$ordered
#> [1] NA
#>
#>
#> $levels$ds_cos_2
#> $levels$ds_cos_2$values
#> [1] NA
#>
#> $levels$ds_cos_2$ordered
#> [1] NA
#>
#>
#> $levels$ds_cos_3
#> $levels$ds_cos_3$values
#> [1] NA
#>
#> $levels$ds_cos_3$ordered
#> [1] NA
#>
#>
#> $levels$ds_cos_4
#> $levels$ds_cos_4$values
#> [1] NA
#>
#> $levels$ds_cos_4$ordered
#> [1] NA
#>
#>
#> $levels$ds_cos_5
#> $levels$ds_cos_5$values
#> [1] NA
#>
#> $levels$ds_cos_5$ordered
#> [1] NA
#>
#>
#>
#> $retained
#> [1] FALSE
#>
#> $requirements
#> $requirements$bake
#> named logical(0)
#>
#>
#> $tr_info
#> nrows ncomplete
#> 1 90360 45180
#>
#> $orig_lvls
#> $orig_lvls$ticker
#> $orig_lvls$ticker$values
#> [1] "A" "AAL" "AAP" "AAPL" "ABBV" "ABC" "ABMD" "ABT" "ACGL"
#> [10] "ACN" "ADBE" "ADI" "ADM" "ADP" "ADSK" "AEE" "AEP" "AES"
#> [19] "AFL" "AIG" "AIZ" "AJG" "AKAM" "ALB" "ALGN" "ALK" "ALL"
#> [28] "ALLE" "AMAT" "AMCR" "AMD" "AME" "AMGN" "AMP" "AMT" "AMZN"
#> [37] "ANET" "ANSS" "AON" "AOS" "APA" "APD" "APH" "APTV" "ARE"
#> [46] "ATO" "ATVI" "AVB" "AVGO" "AVY" "AWK" "AXP" "AZO" "BA"
#> [55] "BAC" "BALL" "BAX" "BBWI" "BBY" "BDX" "BEN" "BF-B" "BIIB"
#> [64] "BIO" "BK" "BKNG" "BKR" "BLK" "BMY" "BR" "BRO" "BSX"
#> [73] "BWA" "BXP" "C" "CAG" "CAH" "CARR" "CAT" "CB" "CBOE"
#> [82] "CBRE" "CCI" "CCL" "CDAY" "CDNS" "CDW" "CE" "CEG" "CF"
#> [91] "CFG" "CHD" "CHRW" "CHTR" "CI" "CINF" "CL" "CLX" "CMA"
#> [100] "CMCSA" "CME" "CMG" "CMI" "CMS" "CNC" "CNP" "COF" "COO"
#> [109] "COP" "COST" "CPB" "CPRT" "CPT" "CRL" "CRM" "CSCO" "CSGP"
#> [118] "CSX" "CTAS" "CTLT" "CTRA" "CTSH" "CTVA" "CVS" "CVX" "CZR"
#> [127] "D" "DAL" "DD" "DE" "DFS" "DG" "DGX" "DHI" "DHR"
#> [136] "DIS" "DISH" "DLR" "DLTR" "DOV" "DOW" "DPZ" "DRI" "DTE"
#> [145] "DUK" "DVA" "DVN" "DXC" "DXCM" "EA" "EBAY" "ECL" "ED"
#> [154] "EFX" "EIX" "EL" "ELV" "EMN" "EMR" "ENPH" "EOG" "EPAM"
#> [163] "EQIX" "EQR" "EQT" "ES" "ESS" "ETN" "ETR" "ETSY" "EVRG"
#> [172] "EW" "EXC" "EXPD" "EXPE" "EXR" "F" "FANG" "FAST" "FBHS"
#> [181] "FCX" "FDS" "FDX" "FE" "FFIV" "FIS" "FISV" "FITB" "FLT"
#> [190] "FMC" "FOX" "FOXA" "FRC" "FRT" "FTNT" "FTV" "GD" "GE"
#> [199] "GEN" "GILD" "GIS" "GL" "GLW" "GM" "GNRC" "GOOG" "GOOGL"
#> [208] "GPC" "GPN" "GRMN" "GS" "GWW" "HAL" "HAS" "HBAN" "HCA"
#> [217] "HD" "HES" "HIG" "HII" "HLT" "HOLX" "HON" "HPE" "HPQ"
#> [226] "HRL" "HSIC" "HST" "HSY" "HUM" "HWM" "IBM" "ICE" "IDXX"
#> [235] "IEX" "IFF" "ILMN" "INCY" "INTC" "INTU" "INVH" "IP" "IPG"
#> [244] "IQV" "IR" "IRM" "ISRG" "IT" "ITW" "IVZ" "J" "JBHT"
#> [253] "JCI" "JKHY" "JNJ" "JNPR" "JPM" "K" "KDP" "KEY" "KEYS"
#> [262] "KHC" "KIM" "KLAC" "KMB" "KMI" "KMX" "KO" "KR" "L"
#> [271] "LDOS" "LEN" "LH" "LHX" "LIN" "LKQ" "LLY" "LMT" "LNC"
#> [280] "LNT" "LOW" "LRCX" "LUMN" "LUV" "LVS" "LW" "LYB" "LYV"
#> [289] "MA" "MAA" "MAR" "MAS" "MCD" "MCHP" "MCK" "MCO" "MDLZ"
#> [298] "MDT" "MET" "META" "MGM" "MHK" "MKC" "MKTX" "MLM" "MMC"
#> [307] "MMM" "MNST" "MO" "MOH" "MOS" "MPC" "MPWR" "MRK" "MRNA"
#> [316] "MRO" "MS" "MSCI" "MSFT" "MSI" "MTB" "MTCH" "MTD" "MU"
#> [325] "NCLH" "NDAQ" "NDSN" "NEE" "NEM" "NFLX" "NI" "NKE" "NOC"
#> [334] "NOW" "NRG" "NSC" "NTAP" "NTRS" "NUE" "NVDA" "NVR" "NWL"
#> [343] "NWS" "NWSA" "NXPI" "O" "ODFL" "OGN" "OKE" "OMC" "ON"
#> [352] "ORCL" "ORLY" "OTIS" "OXY" "PARA" "PAYC" "PAYX" "PCAR" "PCG"
#> [361] "PEAK" "PEG" "PEP" "PFE" "PFG" "PG" "PGR" "PH" "PHM"
#> [370] "PKG" "PKI" "PLD" "PM" "PNC" "PNR" "PNW" "POOL" "PPG"
#> [379] "PPL" "PRU" "PSA" "PSX" "PTC" "PWR" "PXD" "PYPL" "QCOM"
#> [388] "QRVO" "RCL" "RE" "REG" "REGN" "RF" "RHI" "RJF" "RL"
#> [397] "RMD" "ROK" "ROL" "ROP" "ROST" "RSG" "RTX" "SBAC" "SBNY"
#> [406] "SBUX" "SCHW" "SEDG" "SEE" "SHW" "SIVB" "SJM" "SLB" "SNA"
#> [415] "SNPS" "SO" "SPG" "SPGI" "SRE" "STE" "STT" "STX" "STZ"
#> [424] "SWK" "SWKS" "SYF" "SYK" "SYY" "T" "TAP" "TDG" "TDY"
#> [433] "TECH" "TEL" "TER" "TFC" "TFX" "TGT" "TJX" "TMO" "TMUS"
#> [442] "TPR" "TRGP" "TRMB" "TROW" "TRV" "TSCO" "TSLA" "TSN" "TT"
#> [451] "TTWO" "TXN" "TXT" "TYL" "UAL" "UDR" "UHS" "ULTA" "UNH"
#> [460] "UNP" "UPS" "URI" "USB" "V" "VFC" "VICI" "VLO" "VMC"
#> [469] "VNO" "VRSK" "VRSN" "VRTX" "VTR" "VTRS" "VZ" "WAB" "WAT"
#> [478] "WBA" "WBD" "WDC" "WEC" "WELL" "WFC" "WHR" "WM" "WMB"
#> [487] "WMT" "WRB" "WRK" "WST" "WTW" "WY" "WYNN" "XEL" "XOM"
#> [496] "XRAY" "XYL" "YUM" "ZBH" "ZBRA" "ZION" "ZTS"
#>
#> $orig_lvls$ticker$ordered
#> [1] FALSE
#>
#> $orig_lvls$ticker$factor
#> [1] TRUE
#>
#>
#> $orig_lvls$ds
#> $orig_lvls$ds$values
#> [1] NA
#>
#> $orig_lvls$ds$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag8
#> $orig_lvls$residuals_lag8$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag8$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag9
#> $orig_lvls$residuals_lag9$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag9$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag10
#> $orig_lvls$residuals_lag10$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag10$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag11
#> $orig_lvls$residuals_lag11$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag11$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag12
#> $orig_lvls$residuals_lag12$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag12$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag13
#> $orig_lvls$residuals_lag13$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag13$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag14
#> $orig_lvls$residuals_lag14$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag14$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag15
#> $orig_lvls$residuals_lag15$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag15$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag16
#> $orig_lvls$residuals_lag16$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag16$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag17
#> $orig_lvls$residuals_lag17$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag17$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag18
#> $orig_lvls$residuals_lag18$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag18$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag19
#> $orig_lvls$residuals_lag19$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag19$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag20
#> $orig_lvls$residuals_lag20$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag20$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag21
#> $orig_lvls$residuals_lag21$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag21$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag22
#> $orig_lvls$residuals_lag22$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag22$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag23
#> $orig_lvls$residuals_lag23$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag23$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag24
#> $orig_lvls$residuals_lag24$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag24$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag25
#> $orig_lvls$residuals_lag25$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag25$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag26
#> $orig_lvls$residuals_lag26$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag26$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag27
#> $orig_lvls$residuals_lag27$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag27$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag28
#> $orig_lvls$residuals_lag28$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag28$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag29
#> $orig_lvls$residuals_lag29$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag29$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag30
#> $orig_lvls$residuals_lag30$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag30$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag31
#> $orig_lvls$residuals_lag31$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag31$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag32
#> $orig_lvls$residuals_lag32$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag32$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag33
#> $orig_lvls$residuals_lag33$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag33$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag34
#> $orig_lvls$residuals_lag34$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag34$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag35
#> $orig_lvls$residuals_lag35$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag35$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag36
#> $orig_lvls$residuals_lag36$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag36$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag37
#> $orig_lvls$residuals_lag37$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag37$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag38
#> $orig_lvls$residuals_lag38$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag38$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag39
#> $orig_lvls$residuals_lag39$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag39$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag40
#> $orig_lvls$residuals_lag40$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag40$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag41
#> $orig_lvls$residuals_lag41$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag41$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag42
#> $orig_lvls$residuals_lag42$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag42$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag43
#> $orig_lvls$residuals_lag43$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag43$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag44
#> $orig_lvls$residuals_lag44$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag44$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag45
#> $orig_lvls$residuals_lag45$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag45$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag46
#> $orig_lvls$residuals_lag46$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag46$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag47
#> $orig_lvls$residuals_lag47$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag47$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag48
#> $orig_lvls$residuals_lag48$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag48$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag49
#> $orig_lvls$residuals_lag49$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag49$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag50
#> $orig_lvls$residuals_lag50$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag50$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag51
#> $orig_lvls$residuals_lag51$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag51$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag52
#> $orig_lvls$residuals_lag52$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag52$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag53
#> $orig_lvls$residuals_lag53$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag53$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag54
#> $orig_lvls$residuals_lag54$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag54$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag55
#> $orig_lvls$residuals_lag55$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag55$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag56
#> $orig_lvls$residuals_lag56$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag56$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag57
#> $orig_lvls$residuals_lag57$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag57$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag58
#> $orig_lvls$residuals_lag58$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag58$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag59
#> $orig_lvls$residuals_lag59$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag59$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag60
#> $orig_lvls$residuals_lag60$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag60$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag61
#> $orig_lvls$residuals_lag61$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag61$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag62
#> $orig_lvls$residuals_lag62$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag62$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag63
#> $orig_lvls$residuals_lag63$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag63$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag64
#> $orig_lvls$residuals_lag64$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag64$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag65
#> $orig_lvls$residuals_lag65$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag65$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag66
#> $orig_lvls$residuals_lag66$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag66$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag67
#> $orig_lvls$residuals_lag67$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag67$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag68
#> $orig_lvls$residuals_lag68$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag68$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag69
#> $orig_lvls$residuals_lag69$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag69$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag70
#> $orig_lvls$residuals_lag70$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag70$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag71
#> $orig_lvls$residuals_lag71$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag71$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag72
#> $orig_lvls$residuals_lag72$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag72$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag73
#> $orig_lvls$residuals_lag73$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag73$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag74
#> $orig_lvls$residuals_lag74$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag74$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag75
#> $orig_lvls$residuals_lag75$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag75$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag76
#> $orig_lvls$residuals_lag76$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag76$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag77
#> $orig_lvls$residuals_lag77$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag77$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag78
#> $orig_lvls$residuals_lag78$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag78$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag79
#> $orig_lvls$residuals_lag79$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag79$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag80
#> $orig_lvls$residuals_lag80$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag80$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag81
#> $orig_lvls$residuals_lag81$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag81$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag82
#> $orig_lvls$residuals_lag82$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag82$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag83
#> $orig_lvls$residuals_lag83$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag83$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag84
#> $orig_lvls$residuals_lag84$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag84$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag85
#> $orig_lvls$residuals_lag85$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag85$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag86
#> $orig_lvls$residuals_lag86$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag86$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag87
#> $orig_lvls$residuals_lag87$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag87$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag88
#> $orig_lvls$residuals_lag88$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag88$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag89
#> $orig_lvls$residuals_lag89$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag89$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals_lag90
#> $orig_lvls$residuals_lag90$values
#> [1] NA
#>
#> $orig_lvls$residuals_lag90$ordered
#> [1] NA
#>
#>
#> $orig_lvls$residuals
#> $orig_lvls$residuals$values
#> [1] NA
#>
#> $orig_lvls$residuals$ordered
#> [1] NA
#>
#>
#>
#> $last_term_info
#> # A tibble: 101 × 6
#> # Groups: variable [101]
#> variable type role source number skip
#> <chr> <list> <list> <chr> <dbl> <lgl>
#> 1 ds <chr [1]> <chr [1]> original 2 FALSE
#> 2 ds_cos_1 <chr [2]> <chr [1]> derived 3 FALSE
#> 3 ds_cos_2 <chr [2]> <chr [1]> derived 3 FALSE
#> 4 ds_cos_3 <chr [2]> <chr [1]> derived 3 FALSE
#> 5 ds_cos_4 <chr [2]> <chr [1]> derived 3 FALSE
#> 6 ds_cos_5 <chr [2]> <chr [1]> derived 3 FALSE
#> 7 ds_decimal <chr [2]> <chr [1]> derived 3 FALSE
#> 8 ds_dow <chr [3]> <chr [1]> derived 3 FALSE
#> 9 ds_month <chr [3]> <chr [1]> derived 3 FALSE
#> 10 ds_quarter <chr [2]> <chr [1]> derived 3 FALSE
#> # … with 91 more rows
#>
#> attr(,"class")
#> [1] "butchered_recipe" "recipe"
#>
#> $extra_role_ptypes
#> NULL
#>
#> attr(,"class")
#> [1] "default_recipe_blueprint" "recipe_blueprint"
#> [3] "hardhat_blueprint"
#>
#> $mold$extras
#> $mold$extras$roles
#> NULL
#>
#>
#>
#> $case_weights
#> NULL
#>
#> attr(,"class")
#> [1] "stage_pre" "stage"
#>
#> $fit
#> $actions
#> $actions$model
#> $spec
#> $args
#> $args$mtry
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$trees
#> <quosure>
#> expr: ^1000
#> env: empty
#>
#> $args$min_n
#> <quosure>
#> expr: ^23
#> env: empty
#>
#> $args$tree_depth
#> <quosure>
#> expr: ^14
#> env: empty
#>
#> $args$learn_rate
#> <quosure>
#> expr: ^0.0387
#> env: empty
#>
#> $args$loss_reduction
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$sample_size
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$stop_iter
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#>
#> $eng_args
#> <list_of<quosure>>
#>
#> named list()
#>
#> $mode
#> [1] "regression"
#>
#> $user_specified_mode
#> [1] TRUE
#>
#> $method
#> NULL
#>
#> $engine
#> [1] "lightgbm"
#>
#> $user_specified_engine
#> [1] TRUE
#>
#> attr(,"class")
#> [1] "boost_tree" "model_spec"
#>
#> $formula
#> NULL
#>
#> attr(,"class")
#> [1] "action_model" "action_fit" "action"
#>
#>
#> $fit
#> $lvl
#> NULL
#>
#> $spec
#> $args
#> $args$mtry
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$trees
#> <quosure>
#> expr: ^1000
#> env: empty
#>
#> $args$min_n
#> <quosure>
#> expr: ^23
#> env: empty
#>
#> $args$tree_depth
#> <quosure>
#> expr: ^14
#> env: empty
#>
#> $args$learn_rate
#> <quosure>
#> expr: ^0.0387
#> env: empty
#>
#> $args$loss_reduction
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$sample_size
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#> $args$stop_iter
#> <quosure>
#> expr: ^NULL
#> env: empty
#>
#>
#> $eng_args
#> <list_of<quosure>>
#>
#> named list()
#>
#> $mode
#> [1] "regression"
#>
#> $user_specified_mode
#> [1] TRUE
#>
#> $method
#> $method$libs
#> [1] "lightgbm" "bonsai"
#>
#> $method$fit
#> $method$fit$interface
#> [1] "data.frame"
#>
#> $method$fit$protect
#> [1] "x" "y"
#>
#> $method$fit$func
#> pkg fun
#> "bonsai" "train_lightgbm"
#>
#> $method$fit$defaults
#> $method$fit$defaults$verbose
#> [1] -1
#>
#> $method$fit$defaults$num_threads
#> [1] 0
#>
#> $method$fit$defaults$seed
#> sample.int(10^5, 1)
#>
#> $method$fit$defaults$deterministic
#> [1] TRUE
#>
#>
#> $method$fit$args
#> $method$fit$args$x
#> missing_arg()
#>
#> $method$fit$args$y
#> missing_arg()
#>
#> $method$fit$args$num_iterations
#> <quosure>
#> expr: ^1000
#> env: empty
#>
#> $method$fit$args$min_data_in_leaf
#> <quosure>
#> expr: ^23
#> env: empty
#>
#> $method$fit$args$max_depth
#> <quosure>
#> expr: ^14
#> env: empty
#>
#> $method$fit$args$learning_rate
#> <quosure>
#> expr: ^0.0387
#> env: empty
#>
#> $method$fit$args$verbose
#> [1] -1
#>
#> $method$fit$args$num_threads
#> [1] 0
#>
#> $method$fit$args$seed
#> sample.int(10^5, 1)
#>
#> $method$fit$args$deterministic
#> [1] TRUE
#>
#>
#>
#> $method$pred
#> $method$pred$numeric
#> $method$pred$numeric$pre
#> NULL
#>
#> $method$pred$numeric$post
#> NULL
#>
#> $method$pred$numeric$func
#> pkg fun
#> "bonsai" "predict_lightgbm_regression_numeric"
#>
#> $method$pred$numeric$args
#> $method$pred$numeric$args$object
#> object
#>
#> $method$pred$numeric$args$new_data
#> new_data
#>
#>
#>
#>
#>
#> $engine
#> [1] "lightgbm"
#>
#> $user_specified_engine
#> [1] TRUE
#>
#> $defaults
#> $defaults$verbose
#> [1] -1
#>
#> $defaults$num_threads
#> [1] 0
#>
#> $defaults$seed
#> sample.int(10^5, 1)
#>
#> $defaults$deterministic
#> [1] TRUE
#>
#>
#> attr(,"class")
#> [1] "boost_tree" "model_spec"
#>
#> $preproc
#> $preproc$y_var
#> character(0)
#>
#>
#> $elapsed
#> $elapsed$elapsed
#> [1] NA
#>
#>
#> $fit
#> <lgb.Booster>
#> Public:
#> add_valid: function (data, name)
#> best_iter: -1
#> best_score: NA
#> current_iter: function ()
#> dump_model: function (num_iteration = NULL, feature_importance_type = 0L)
#> eval: function (data, name, feval = NULL)
#> eval_train: function (feval = NULL)
#> eval_valid: function (feval = NULL)
#> finalize: function ()
#> initialize: function (params = list(), train_set = NULL, modelfile = NULL,
#> lower_bound: function ()
#> params: list
#> predict: function (data, start_iteration = NULL, num_iteration = NULL,
#> raw: NA
#> record_evals: list
#> reset_parameter: function (params, ...)
#> rollback_one_iter: function ()
#> save: function ()
#> save_model: function (filename, num_iteration = NULL, feature_importance_type = 0L)
#> save_model_to_string: function (num_iteration = NULL, feature_importance_type = 0L)
#> set_train_data_name: function (name)
#> to_predictor: function ()
#> update: function (train_set = NULL, fobj = NULL)
#> upper_bound: function ()
#> Private:
#> eval_names: NULL
#> get_eval_info: function ()
#> handle: lgb.Booster.handle
#> higher_better_inner_eval: NULL
#> init_predictor: NULL
#> inner_eval: function (data_name, data_idx, feval = NULL)
#> inner_predict: function (idx)
#> is_predicted_cur_iter: list
#> name_train_set: training
#> name_valid_sets: list
#> num_class: 1
#> num_dataset: 0
#> predict_buffer: list
#> set_objective_to_none: FALSE
#> train_set: NULL
#> train_set_version: 0
#> valid_sets: list
#>
#> attr(,"class")
#> [1] "_lgb.Booster" "model_fit"
#>
#> attr(,"class")
#> [1] "stage_fit" "stage"
#>
#> $post
#> $actions
#> named list()
#>
#> attr(,"class")
#> [1] "stage_post" "stage"
#>
#> $trained
#> [1] TRUE
#>
#> attr(,"class")
#> [1] "butchered_workflow" "workflow"