cvBestModel: Best forecast among several ones
In evandeilton/cvforecast: Multiple forecasts based on CrossValidation

Description Usage Arguments Author(s) Examples

This function receives a list of forecast models from the class 'cvforecst' and returns a list of their characteristics.

1	cvBestModel(objcvfore, cvMethod = "MAPE", residlevel = 0.1, ...)

`objcvfore`	'cvforecst' object
`cvMethod`	gof statistic, MAPE, MASE, MAE, etc. `accuracy`
`residlevel`	confidence level for residuals tests

LOPES, J. E.

#Define cross validation parameters
myControl <- cvForecastControl(
minObs = 14,
stepSize = 1,
maxHorizon = 30,
residlevel = 0.05)

#Paralell execution improves the processing time
#cl <- makeCluster(4, type='SOCK')
#registerDoParallel(cl)

#Load data
x <- AirPassengers
fit <- cvforecast(x, myControl)
cvBestModel(fit)