futuretest: Prognose model

In Bjerring/BEWESO: BEWESO

Description

Convert prices to returns

Usage

  futuretest(data,a.head,port1,data.length)

Arguments

data	data set
a.head	number of data points into the future which is whished for
port1	considered portfolio
data.length	number of data point which the prognose should be made on

Examples

data(ETFdata)
port1 <- c(0.25,0.25,0.25,0.25)
port.nam <- c("RHS","EWM","VB","IEF")
names(port1) <- port.nam

futuretest(data=ETFdata,a.head=220*5,port1=port1)

Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.