error_wave_summary: Summarize Error Prediction Wavelet Models

In nelson16silva/wavcoreinf: Estimation and Evaluation of Wavelet Core Inflation Measures

Summarize Error Prediction Wavelet Models

Description

This function calculates the average forecast errors over forecasting horizons. Those errors are estimated by the function model_error_wave.

Usage

error_wave_summary(h, ...)

Arguments

h	A positive integer that controls which maximum horizon is being used in forecasting (1, 2, ..., h).
...	Additional parameters to pass to the function model_error_wave.

Value

A tibble with the average forecast errors for all horizon h considered and for all wavelet models estimated.

See Also

model_error_wave

Examples

wthr_wd <- list(
  filter.number = 2:4,
  type = c("wavelet", "station")
)

wthr_thr <- list(
  type = c("soft", "hard"),
  policy = c(
    "universal",
    "BayesThresh"
  )
)

wthr_args <- wav_args_wthr(wthr_wd, wthr_thr, 3:5)

pq <- lags(2, 1)

inf_head <- coreinf_br[["ipca"]]

error_wave_summary(2, x = wthr_args, y = inf_head, lags = pq, k = 3, RMSE = TRUE)

nelson16silva/wavcoreinf documentation built on Feb. 17, 2025, 7:10 p.m.