ChecksOOS: Preliminary checks for inputs provided for the performing...

In MultiATSM: Multicountry Term Structure of Interest Rates Models

Preliminary checks for inputs provided for the performing out-of-sample forecasting

Description

Preliminary checks for inputs provided for the performing out-of-sample forecasting

Usage

ChecksOOS(t0Forecast, t0Sample, nForecasts, ForecastType, TimeLength)

Arguments

t0Forecast	Index of the last set of observations in the information set at the first forecasting round
t0Sample	Index of the first set of observations in the information set at the first forecasting round
nForecasts	Number of forecasting sets generated
ForecastType	Forecast type. Available options are "Rolling" and "Expanding".
TimeLength	Time-series dimension of the model

MultiATSM documentation built on June 8, 2025, 1:59 p.m.