backTAR: Backtest for Univariate TAR Models
In NTS: Nonlinear Time Series Analysis
backTAR R Documentation
Backtest for Univariate TAR Models
Description
Perform back-test of a univariate SETAR model.
Usage
backTAR(model, orig, h = 1, iter = 3000)
Arguments
model
SETAR model.
orig
forecast origin.
h
forecast horizon.
iter
number of iterations.
Value
backTAR returns a list of components:
model
SETAR model.
error
prediction errors.
State
predicted states.
NTS documentation built on Sept. 25, 2023, 1:08 a.m.
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| backTAR | R Documentation |
Backtest for Univariate TAR Models
Description
Perform back-test of a univariate SETAR model.
Usage
backTAR(model, orig, h = 1, iter = 3000)
Arguments
model |
SETAR model. |
orig |
forecast origin. |
h |
forecast horizon. |
iter |
number of iterations. |
Value
backTAR returns a list of components:
model |
SETAR model. |
error |
prediction errors. |
State |
predicted states. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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