crossVal-methods: ~~ Methods for Function 'crossVal' in Package 'x12' ~~

In x12: Interface to 'X12-ARIMA'/'X13-ARIMA-SEATS' and Structure for Batch Processing of Seasonal Adjustment

~~ Methods for Function crossVal in Package x12 ~~

Description

Cross Validation with function crossVal in package x12.

Usage

## S4 method for signature 'ts'
crossVal(object, x12Parameter, x12BaseInfo,
		showCI=FALSE, main="Cross Validation",
		col_original="black", col_fc="#2020ff", col_bc="#2020ff",
		col_ci="#d1d1ff", col_cishade="#d1d1ff",
		lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1,
		lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1,
		points_bc=FALSE, points_fc=FALSE, points_original=FALSE,
		showLine=TRUE, col_line="grey", lty_line=3,
		ylab="Value", xlab="Date",ylim=NULL,span=NULL)
## S4 method for signature 'x12Single'
crossVal(object, x12BaseInfo=new("x12BaseInfo"),
		showCI=FALSE, main="Cross Validation",
		col_original="black", col_fc="#2020ff", col_bc="#2020ff",
		col_ci="#d1d1ff", col_cishade="#d1d1ff",
		lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1,
		lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1,
		points_bc=FALSE, points_fc=FALSE, points_original=FALSE,
		showLine=TRUE, col_line="grey", lty_line=3,
		ylab="Value", xlab="Date",ylim=NULL,span=NULL)

Arguments

object	object of class ts or x12Single-class.
x12Parameter	object of class x12Parameter.
x12BaseInfo	object of class x12BaseInfo.
showCI	logical specifying if the prediction interval should be plotted.
main	plot title.
col_original	color of the original time series.
col_fc	color of the forecasts.
col_bc	color of the backcasts.
col_ci	color of the prediction interval.
col_cishade	color of the shading of the prediction interval.
lty_original	line type of the original time series.
lty_fc	line type of the forecasts.
lty_bc	line type of the backcasts.
lty_ci	line type of the prediction interval.
lwd_original	line width of the original time series.
lwd_fc	line width of the forecasts.
lwd_bc	line width of the backcasts.
lwd_ci	line width of the prediction interval.
ytop	multiplication factor for ylim.
points_bc	logical specifying if backcasts should additionally be indicated with points.
points_fc	logical specifying if forecasts should additionally be indicated with points.
points_original	logical specifying if the original time series should additionally be indicated with points.
showLine	logical indicating if a boundary line should be drawn before/after fore-/backcasts.
col_line	color of showLine.
lty_line	line type of showLine.
ylab	label of y-axis.
xlab	label of x-axis.
ylim	range of the y-axis
span	vector of length 4, limiting the data used for the plot. Start and end date of said time interval can be specified by 4 integers in the format c(start year, start seasonal period, end year, end seasonal period)

Value

An S4 object of class crossValidation-class.

Methods

signature(object = "ts")

signature(object = "x12Single")

Author(s)

Alexander Kowarik, Angelika Meraner

See Also

x12, plot, plotSpec, plotSeasFac, plotRsdAcf

Examples

## Not run: 
s <- new("x12Single",ts=AirPassengers,tsName="air")
s <- setP(s,list(estimate=TRUE,regression.variables="AO1950.1",outlier.types="all",
  outlier.critical=list(LS=3.5,TC=2.5),
backcast_years=1/2,forecast_years=1))

cv<-crossVal(s,showLine=TRUE)
cv

## End(Not run)

x12 documentation built on May 20, 2022, 1:13 a.m.