is_oos_gw: In-sample and out-of-sample Goyal and Welch (2008)

Description Usage Arguments

View source: R/is_oos_gw.R

Description

In-sample and out-of-sample Goyal and Welch (2008)

Usage

1
is_oos_gw(df, firstyear, cumsum = c("1", "0"))

Arguments

df

tibble or dataframe with date, dependent variable and independent variable (variable)

firstyear

Size of the windows

cumsum

Cumulative sum of sum squared error (sse)


GaboCg/fintorwork documentation built on Jan. 2, 2020, 8:39 p.m.