The function prints selected outcomes obtained from
an object of
The function prints parameters of an argument
x, Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) from the estimated model. It also shows the number of observations, the number of models in averaging (selecting) procedure and the number of variables (including constant) used in the model. The number of models does not include the increase, if multiple
lambda is used. The function also shows forecast quality measures for alternative forecasting methods, i.e., naive forecast (see also
altf) and, if computed, for Auto ARIMA
1 2 3 4 5 6 7 8 9 10 11 12
wti <- crudeoil[-1,1] drivers <- (lag(crudeoil[,-1],k=1))[-1,] ld.wti <- (diff(log(wti)))[-1,] ld.drivers <- (diff(log(drivers)))[-1,] ## Not run: m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma") m2 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dms") ## End(Not run) print(m1) print(m2)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.