forecast_one_fit: Try to estimate and forecast particular request

Description Usage Arguments Details Value Examples

View source: R/list_misc.R

Description

forecast_one_fit takes one row of fits_long and tries to forecast with corresponding model. To protect against possible errors with complex models try is used.

Usage

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forecast_one_fit(fit_row, var_sets, ts_data = torro::rus_macro,
  redundant = NULL)

Arguments

fit_row

one row from data frame with models to estimate.

var_sets

data frame with variable names. Should contain at least two columns: var_set name of a set, variable names of the variables in the set.

ts_data

multivariate time series

redundant

vector of column names NOT corresponding to parameters. If NULL then built-in vector is used. See get_parameter_colnames.

Details

Does not use parallel computations.

Value

forecasts from estimated model or try-error class

Examples

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fits_long_toy <- create_fits_long(shifts_toy, models_toy, var_sets_toy, horizons_toy)
fit_row <- fits_long_toy[1, ]
attempt <- forecast_one_fit(fit_row, var_sets)

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.