predict_dyn2: Create predictions using dyn$predict, setup to start with and...

In aranryan/arlodr:

Create predictions using dyn$predict, setup to start with and return data frames rather than xts

Description

In other words, in this version, you can supply data frames as arguments and receive a data frame as output. This is a bit friendlier with a map approach.

Usage

predict_dyn2(model, train, test, dependentvar)

Arguments

model	Typically model fitted with dyn$lm
train	Data frame with first column in date format so that function can convert to xts easily for calcs.
test	Data frame with first column in date format.
dependentvar	Character string naming the dependentvar that is to be grown out iteratively

Details

created based on http://stackoverflow.com/a/13098860/1770086 also based on the help for dyn, see example at end

aranryan/arlodr documentation built on Jan. 21, 2025, 2:11 p.m.