backTAR: Backtest for Univariate TAR Models

Description Usage Arguments Value

Description

Perform back-test of a univariate SETAR model.

Usage

1
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 Aug. 6, 2020, 5:08 p.m.

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