crossVal | R Documentation |
crossVal
in Package x12 ~~Cross Validation with function crossVal
in package x12.
## S4 method for signature 'ts' crossVal(object, x12Parameter, x12BaseInfo, showCI=FALSE, main="Cross Validation", col_original="black", col_fc="#2020ff", col_bc="#2020ff", col_ci="#d1d1ff", col_cishade="#d1d1ff", lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1, lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1, points_bc=FALSE, points_fc=FALSE, points_original=FALSE, showLine=TRUE, col_line="grey", lty_line=3, ylab="Value", xlab="Date",ylim=NULL,span=NULL) ## S4 method for signature 'x12Single' crossVal(object, x12BaseInfo=new("x12BaseInfo"), showCI=FALSE, main="Cross Validation", col_original="black", col_fc="#2020ff", col_bc="#2020ff", col_ci="#d1d1ff", col_cishade="#d1d1ff", lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1, lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1, points_bc=FALSE, points_fc=FALSE, points_original=FALSE, showLine=TRUE, col_line="grey", lty_line=3, ylab="Value", xlab="Date",ylim=NULL,span=NULL)
object |
object of class |
x12Parameter |
object of class |
x12BaseInfo |
object of class |
showCI |
logical specifying if the prediction interval should be plotted. |
main |
plot title. |
col_original |
color of the original time series. |
col_fc |
color of the forecasts. |
col_bc |
color of the backcasts. |
col_ci |
color of the prediction interval. |
col_cishade |
color of the shading of the prediction interval. |
lty_original |
line type of the original time series. |
lty_fc |
line type of the forecasts. |
lty_bc |
line type of the backcasts. |
lty_ci |
line type of the prediction interval. |
lwd_original |
line width of the original time series. |
lwd_fc |
line width of the forecasts. |
lwd_bc |
line width of the backcasts. |
lwd_ci |
line width of the prediction interval. |
ytop |
multiplication factor for |
points_bc |
logical specifying if backcasts should additionally be indicated with points. |
points_fc |
logical specifying if forecasts should additionally be indicated with points. |
points_original |
logical specifying if the original time series should additionally be indicated with points. |
showLine |
logical indicating if a boundary line should be drawn before/after fore-/backcasts. |
col_line |
color of |
lty_line |
line type of |
ylab |
label of y-axis. |
xlab |
label of x-axis. |
ylim |
range of the y-axis |
span |
vector of length 4, limiting the data used for the plot. |
An S4 object of class crossValidation-class
.
signature(object = "ts")
signature(object = "x12Single")
Alexander Kowarik, Angelika Meraner
x12
,
plot
,
plotSpec
,
plotSeasFac
,
plotRsdAcf
## Not run: s <- new("x12Single",ts=AirPassengers,tsName="air") s <- setP(s,list(estimate=TRUE,regression.variables="AO1950.1",outlier.types="all", outlier.critical=list(LS=3.5,TC=2.5), backcast_years=1/2,forecast_years=1)) cv<-crossVal(s,showLine=TRUE) cv ## End(Not run)
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