Man pages for rwigren/TSAutils
A set of utilities for time series analysis
| ARsieve_bootstrap | AR-sieve bootstrap |
| ARsieve_BS_sample | AR-sieve sample |
| block_BS_sample | Block-wise bootstrap sample |
| blockwise_bootstrap | Block-wise bootstrap |
| MAE | Mean average error |
| MAE.ROE_object | Mean average error for an ROE_object |
| monte_carlo_sim | Monte-Carlo simulation |
| MSE | Mean squared error |
| MSE.ROE_object | Mean squared error for an ROE_object |
| RMSE | Root mean squared error |
| RMSE.ROE_object | Root mean squared error for an ROE_object |
| rolling_origin_eval | Rolling origin forecast evaluation |
