DCC_test_Par: DCC_test_Par
In 3schwartz/forecast:
Description
Usage
Arguments
Value
Description
Backtest using DCC forecast. Function designed to be used for parallel
computing
Usage
1
2
DCC_test_Par(d, returnsDCC = Period, wL = windowLength,
ARIMAfit = FALSE)
Arguments
d
iterator
returnsDCC
xts of returns
wL
window length
ARIMAfit
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used
Value
Object of type "DCCfit". OBS a lot of non-fits objects are return as warnings or errors
3schwartz/forecast documentation built on May 13, 2019, 1:13 p.m.
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Description Usage Arguments Value
Description
Backtest using DCC forecast. Function designed to be used for parallel computing
Usage
1 2 | DCC_test_Par(d, returnsDCC = Period, wL = windowLength,
ARIMAfit = FALSE)
|
Arguments
d |
iterator |
returnsDCC |
xts of returns |
wL |
window length |
ARIMAfit |
If true, then an ARIMA will be fit for each iterations. Else a ARMA(2,1) is used |
Value
Object of type "DCCfit". OBS a lot of non-fits objects are return as warnings or errors
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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