rw_drift_fore: The forecasting model random walk basd on 'forecast::rwf'

In lily940703/febama: Feature-based Bayesian Forecasting Model Averaging

The forecasting model random walk basd on forecast::rwf

Description

The forecasting model random walk basd on forecast::rwf

Usage

rw_drift_fore(x, train_h, PI_level)

Arguments

x	The input time series.
train_h	The amount of future time steps to forecast.
PI_level	Predictive Interval level, used to extract out-of-sample variance from forecasting models.

Value

A list including forecasting mean and sd.

lily940703/febama documentation built on March 20, 2022, 1:57 a.m.