extractForecasts: Extract cross validated rolling forecasts

Description Usage Arguments Details Value Author(s) Examples

View source: R/cvts.R

Description

Obtain cross validated forecasts when rolling cross validation is used. The object is not inspected to see if it was fit using a rolling origin

Usage

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extractForecasts(cv, horizon = 1)

Arguments

cv

An object of class cvts

horizon

The forecast horizon from each fold to extract

Details

Combine the cross validated forecasts fit with a rolling origin. This may be useful to visualize and investigate the cross validated performance of the model

Value

Forecasts computed via a rolling origin

Author(s)

Ganesh Krishnan

Examples

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cv <- cvts(AirPassengers, FUN = stlm, FCFUN = forecast,
        rolling = TRUE, windowSize = 134, horizon = 2)

extractForecasts(cv)

forecastHybrid documentation built on July 23, 2018, 1 a.m.