execute_roll_linear: predicted value from rolling based regression

Description Usage Arguments Details Value Examples

View source: R/execute_roll_linear.R

Description

predicted value from rolling based regression

Usage

1
execute_roll_linear(a, window_size)

Arguments

target

single stock

rolling

window size

Details

this function will return the rolled_input return value which contains 1) upper boundary preiction, 2)lower boundary prediction, and 3) middle value final prediction for each given period. This can be used as a one guideline to set as bench mark model before using any other prediction models from machine/deep learning

Value

matrix of predicted value,and uppder,lower boundary

Examples

1
prediction_matrix= execute_roll_linear(stock,30)

seungbochoi/private_Rpackage documentation built on May 17, 2019, 12:12 a.m.