fit_predict: Fit and Predict Function

In gu-stat/gears: GEARS Method for Univariate and Multivariate Time Series Forecasting

Description

For each rolling sample, fit_predict uses the training data set to fit a GLM. Then, it uses the testing data set to get the predictions.

Usage

fit_predict(
  forecast.lead,
  eq.number,
  sample.number,
  glm.family,
  Y.name,
  all.equations.rhs,
  DF.Fit.Predict,
  ...
)

Arguments

forecast.lead	A numeric value with the number of the forecast lead.
eq.number	A numeric value with the number of the equation being estimated.
sample.number	A numeric value with the number of the rolling sample being used in the estimation/prediction.
glm.family	A description of the error distribution to be used in the model. Inherits from gears.
Y.name	Name of the y variable (variable to be forecasted) created by gears.
all.equations.rhs	Vector with all possible combinations of right-hand side variables.
DF.Fit.Predict	a data frame with training data and test data for the estimation estage.
...	Other parameters passed on the glm.

Value

Returns a numerical value giving the prediction for the selected equation, rolling sample, and forecast lead.

gu-stat/gears documentation built on Oct. 20, 2021, 2:53 a.m.