backTAR: Backtest for Univariate TAR Models

In NTS: Nonlinear Time Series Analysis

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.