VARrf_forcast: Forcast Y Using Random Forest method

Description Usage Arguments Value Note

View source: R/VARrf_forcast.R

Description

Forcast Y Using Random Forest method

Usage

1
VARrf_forcast(fit, s = 12, startvalue = NULL, shockvar = 1, d = 1, n_eps = 1)

Arguments

fit

a object from rfsrc

s

a numerical scalor, horizon of predicting.

startvalue

a data frame with 1 row, and its coloums is same with xvar in the estimated result from rfsrc.

shockvar

which variable is shock variable.

d

size of shock, default value is 1.

n_eps

Value

a list with 2 elements, the 1st elements is a forcast with no shock, and the 2nd element is a forcast with shock.

Note

de-mean each variable


common2016/VARrf documentation built on July 27, 2020, 2:41 a.m.