inst/examples/mspe.R

T <- 1000
X <- rnorm(T)
P <- 5
H <- 1
m <- 20
Nmin <- 20
pcoef <- predCoef(X, P, H, (T - m - H + 1):T, c(0, seq(Nmin, T - m - H, 1)))

mspe <- MSPE(X, pcoef, 991, 1000, 3, 1, c(0, Nmin:(T-m-H)))

plot(mspe, vr = 1, Nmin = Nmin)

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forecastSNSTS documentation built on Sept. 2, 2019, 5:06 p.m.