forecast_rw: Forecast using random walk model

In bdemeshev/torro:

Description

forecast_rw forecasts time series using RW model

Usage

forecast_rw(y, h = 1, ...)

Arguments

y	multivariate time series
h	forecast horizon
...	further arguments passed to rwf function

Details

rwf function from forecast package is used

Value

forecasts from RW model as mforecast object

Examples

data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
rw_forecast <- forecast_rw(y_small, h = 2)

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