In fable's ARIMA function, we have the option to see all models that are evaluated with the trace = TRUE option. (Example below.) This output just prints to the console.

Is there any place that this model evaluation history is getting saved or is there any way to save the printed console output?

library(dplyr)
library(fable)
library(tsibble)
library(tsibbledata)

df <- aus_livestock |> 
    filter(Animal == 'Pigs', State == 'Queensland')

fcst <- df |>
    model(arima = ARIMA(Count, trace = TRUE))

# Prints all models tried, but only saves final selected model:
# Model specification       Selection metric
# ARIMA(2,1,2)(1,0,1)[12] c Inf
# ARIMA(0,1,0)(0,0,0)[12] c 21811.280078
# ARIMA(1,1,0)(1,0,0)[12] c 21524.227259
# ARIMA(0,1,1)(0,0,1)[12] c 21470.955343
# Search iteration complete: Current best fit is  0 1 1 0 0 1 1 
# ARIMA(0,1,1)(0,0,0)[12] c 21562.904816
# ARIMA(0,1,0)(0,0,1)[12] c 21710.467789
# ARIMA(0,1,1)(0,0,1)[12]   21469.103988
# Search iteration complete: Current best fit is  0 1 1 0 0 1 0 
# ...
# ...
# ...

CodePudding user response：

There are some options to read the output

1. Write the output of capture.output to a file

capture.output(fcst <- df |>
        model(arima = ARIMA(Count, trace = TRUE)), 
       file = file.path(getwd(),  'arimaout.text'))

2. May also use a package (logger) to write it to a log file

library(logger)
log_formatter(formatter_glue)
 t <- tempfile()
 log_appender(appender_file(t))
 log_info('{capture.output(fcst <- df |> model(arima = ARIMA(Count, trace = TRUE)))}') 
 log_appender()

-read the log file

readLines(t) |> 
     head()
[1] "INFO [2021-12-04 12:20:58] Model specification\t\tSelection metric"                       
[2] "INFO [2021-12-04 12:20:58] ARIMA(2,1,2)(1,0,1)[12] c\tInf"                                
[3] "INFO [2021-12-04 12:20:58] ARIMA(0,1,0)(0,0,0)[12] c\t21811.280078"                       
[4] "INFO [2021-12-04 12:20:58] ARIMA(1,1,0)(1,0,0)[12] c\t21524.227259"                       
[5] "INFO [2021-12-04 12:20:58] ARIMA(0,1,1)(0,0,1)[12] c\t21470.955343"                       
[6] "INFO [2021-12-04 12:20:58] Search iteration complete: Current best fit is  0 1 1 0 0 1 1 "

unlink if temporary file

unlink(t)