forecast.rolling: Performing the one-step-ahead forecast

View source: R/forecasting.R

forecast.rollingR Documentation

Performing the one-step-ahead forecast

Description

Peforms the rolling-origin forecast of a time series based on the forecasting method.

Usage

## S3 method for class 'rolling'
forecast(forecaster, timeseries)

Arguments

forecaster

The forecasting method. This method gets a timeseries objekt (ts) and the horizon (h). The method returns the forecast values.

timeseries

The time series.

Value

The performance measures of the rolling-origin forecast of the time series.


DescartesResearch/ForecastBenchmark documentation built on Sept. 1, 2022, 7:27 p.m.