divide_ts: Split a Time Series Dataset into Train-Test Set

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Split a Time Series Dataset into Train-Test Set

Description

Split a given time series dataset into train and test set for evaluation.

Usage

divide_ts(y, n_ahead)

Arguments

y	Time series data of which columns indicate the variables
n_ahead	step to evaluate

Value

List of two datasets, train and test.

bvhar documentation built on April 4, 2025, 5:22 a.m.