rollARens: Apply an Ensemble of AR Coefficients
In jmuhlenkamp/conditionalAR: Conditionally Evaluate Rolling Performance of AR Models
Description
Apply an ensemble of AR coefficients to one or multiple columns of an xts object
in a rolling fashion.
Usage
1
Arguments
x
An xts object
coef
A list of numeric vectors of AR coefficients.
First element in each vector corresponds to AR1.
jmuhlenkamp/conditionalAR documentation built on May 30, 2019, 1:59 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description
Apply an ensemble of AR coefficients to one or multiple columns of an xts object in a rolling fashion.
Usage
1 |
Arguments
x |
An xts object |
coef |
A list of numeric vectors of AR coefficients. First element in each vector corresponds to AR1. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.