get_cv_rmse_hdecon: CSR and Bagging: estimates model with cross-validation and...

In schoulten/ipca: Brazilian Inflation Forecasting Model

CSR and Bagging: estimates model with cross-validation and reports accuracy by forecast horizon

Description

CSR and Bagging: estimates model with cross-validation and reports accuracy by forecast horizon

Usage

get_cv_rmse_hdecon(
  model,
  data,
  y,
  init_window = 150,
  horizon = 12,
  quiet = FALSE,
  ...
)

Arguments

model	Model to be estimated, possible values are csr or bagging, see HDeconometrics functions
data	A tsibble
y	Column name of the variable of interest (used to report accuracy)
init_window	Number of initial observations to be used in the first cross-validation subsample
horizon	Forecast horizon
quiet	The default (FALSE) prints log messages to the Console.
...	Additional arguments to HDeconometrics::csr or HDeconometrics::bagging

Value

List with 2 tibbles: RMSE per forecast horizon and point forecast.

schoulten/ipca documentation built on May 27, 2022, 10:05 p.m.