Usage Arguments Value Examples
1 |
... |
one or more output from functions |
type |
a character indicating whether the mean or median should be used for the combination. Default is |
Forecasts |
data matrix, containing the point forecasts, realized values, forecast errors, signs of the forecasts and realized values, and success in predicting the signs. |
MSE |
numeric, mean squred error of the point forecasts. |
SRatio |
numeric, success ratio of the point forecasts. Success is claimed when the point forecasts and realized values have the same sign. |
1 2 3 4 5 | AR.For<-maeforecast(mydata, w_size=72, window="recursive",
model="ar")
Lasso.For<-maeforecast(mydata, w_size=72, window="recursive",
model="lasso")
ForCombo(AR.For, Lasso.For, type="mean")
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