accuracy.kfold: accuracy.kfold

Description Usage Arguments Value

View source: R/accuracy.kfold.R

Description

This function it splits the data in k training and test datasets and returns measures of fit for each fold.

Usage

1
accuracy.kfold(df.VAR, k = 5, n_ahead, lags, var_index = 1)

Arguments

df.VAR

data.frame : data of the VAR (without dates)

k

numeric : number of fold cross validations

n_ahead

numeric :horizon of forecast

lags

numeric : lags of the VAR

var_index

numeric : index of the variable to forecast

Value

a list with fit measures for each fold


bbcon/kfoldcv4ts documentation built on Feb. 28, 2021, 12:13 a.m.