fc_nnetar: NNetar forecast wrapper

In evandeilton/cvforecast: Multiple forecasts based on CrossValidation

Description

NNetar forecast wrapper

Usage

fc_nnetar(x, h, level = 95, onlyfc = TRUE, nn_p = 1, ...)

Arguments

x	'ts' data
h	forecast horizon
level	confidence level. Default is 0.95
onlyfc	if TRUE return only forecasts, otherwise returns a full forecast classed object
nn_p	Embedding dimension for non-seasonal time series. Number of non-seasonal lags used as inputs. For non-seasonal time series, the default is the optimal number of lags (according to the AIC) for a linear AR(p) model. For seasonal time series, the same method is used but applied to seasonally adjusted data (from an stl decomposition) - From Rob J Hyndman.
...	extra args, if needed.

Value

forecasts from ts data or an object of class 'forecast'

Examples

fit <- fc_nnetar(AirPassengers, h=10, onlyfc = FALSE)
plot(fit)
Mresid(fit)
tsSummary(fit)

evandeilton/cvforecast documentation built on May 16, 2019, 9:36 a.m.