reforecast_fit: Reforecast mforecast object on new horizon
In bdemeshev/torro:
Description
Usage
Arguments
Details
Value
Examples
Description
reforecast_fit reforecast mforecast object on new horizon.
Usage
1
reforecast_fit(old_fit, new_h = 1)
Arguments
old_fit
mforecast object
new_h
new forecast horizon
Details
Currently works for auto.arima, ets, fast version of bigvar_lasso.
Value
forecasts as mforecast object
Examples
1
2
3
4
data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
var_lasso_forecast <- forecast_var_lasso(y_small, h = 2)
var_lasso_reforecast <- reforecast_fit(var_lasso_forecast, new_h = 4)
bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.
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Description Usage Arguments Details Value Examples
Description
reforecast_fit reforecast mforecast object on new horizon.
Usage
1 | reforecast_fit(old_fit, new_h = 1)
|
Arguments
old_fit |
mforecast object |
new_h |
new forecast horizon |
Details
Currently works for auto.arima, ets, fast version of bigvar_lasso.
Value
forecasts as mforecast object
Examples
1 2 3 4 | data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
var_lasso_forecast <- forecast_var_lasso(y_small, h = 2)
var_lasso_reforecast <- reforecast_fit(var_lasso_forecast, new_h = 4)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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