ForCombo: Forecast Combination based on Mean or Median

Usage Arguments Value Examples

Usage

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ForCombo(..., type="mean")

Arguments

...

one or more output from functions maeforecast and Bagging for which the combined forecasts are calculated. The forecasts should have been made with the same forecasting window, window size, and forecasting horizon.

type

a character indicating whether the mean or median should be used for the combination. Default is "mean".

Value

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.

Examples

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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")

google-trends-v1/gtm documentation built on June 5, 2019, 5:13 p.m.