Comments (4)
Cheers @pennfranc, will let you know how I go
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This would indeed be a useful feature, we will put this on our to-do list! We have a function called forecasting_residuals that provides something in the direction you're suggesting, although it still involves out-of-sample predictions, so it's not quite the same. I'm not quite sure if a predict_in_sample
method would be feasible for every single forecasting model, so we would have to think about how this method should be implemented exactly. In the meantime, if you'd like to give this problem a shot, please check out our README for instructions about how to contribute.
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@patrick-dd hi Patrick, any luck working on this issue?
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Hey @TheMP, no I didn't get around to this.
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