Description Usage Arguments Value
Computes the forecast errors obtained by applying forecastfunction to subsets of the time series y using a rolling (accumulating) forecast origin. It differs from forecast::tsCV by skipping head of the time series.
1 |
y |
Time series object. |
forecastfunction |
Forecasting function. It must be able take ts object as first parameter and h (forecasting horizon) as second parameter. |
h |
Forecast horizon. |
tail2CV |
Integer. It specifies number of time series elements for those predicitions will be build. |
... |
Additional parameters to forecastfunction. |
A time series object containing absolute prediction errors.
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