forecast_date: Set forecasted date

In tylerJPike/OOS: Out-of-Sample Time Series Forecasting

Description

A function to subset data recursively or with a rolling window to create a valid information set. Is used as a data preparation helper function and is called internally by forecast_univariate, forecast_multivariate, and forecast_combine.

Usage

forecast_date(forecast.date, horizon, freq)

Arguments

forecast.date	date: date forecast was made
horizon	int: periods ahead of forecast
freq	string: time series frequency; day, week, month, quarter, year; only needed for rolling window factors

Value

date vector

tylerJPike/OOS documentation built on March 20, 2021, 3:20 a.m.