window_backtesting: Moving Window Backtesting Function

In hzwangjiren/jiren441final:

Description

Moving Window Backtesting Function

Usage

window_backtesting(
  model,
  data,
  orig,
  h,
  xreg = NULL,
  fixed = NULL,
  inc.mean = TRUE,
  reest = 1
)

Arguments

model	This is the linear regression model used on time series
data	This is the time series data
orig	This is the number of data in the window
h	This is the number of steps in prediction
xreg	Usually go by default
fixed	Usually go by Null
inc.mean	Usually go by true
reest	Time for the reestimation, usually go by 1.

Value

This function returns the RMSE and Mean Absolute Error of the model

hzwangjiren/jiren441final documentation built on Jan. 1, 2021, 3:23 a.m.