arimaBacktest: arimaBacktest
In 3schwartz/forecast:
Description
Usage
Arguments
Value
Description
ARIMA-GARCH one period forecast. Designed to work for parallel computing
Usage
1
2
arimaBacktest(d, returns = Period, wL = windowLength,
ARIMAfit = TRUE)
Arguments
d
iterrator
returns
xts objects of returns
wL
window length
ARIMAfit
If TRUE ARIMA will be fit for each time
Value
position
3schwartz/forecast documentation built on May 13, 2019, 1:13 p.m.
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Description Usage Arguments Value
Description
ARIMA-GARCH one period forecast. Designed to work for parallel computing
Usage
1 2 | arimaBacktest(d, returns = Period, wL = windowLength,
ARIMAfit = TRUE)
|
Arguments
d |
iterrator |
returns |
xts objects of returns |
wL |
window length |
ARIMAfit |
If TRUE ARIMA will be fit for each time |
Value
position
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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