rolling.forecast.ase: Computing the out-of-sample forecasting squared error of...

In yanyachen/arimaMisc: Time Series Analysis Miscellaneous Tools

Description

Calculating the average squared error of one step rolling predictions.

Usage

rolling.forecast.ase(series, Arima, range = 10, start = 50, plot = FALSE)

Arguments

series	time series data
Arima	Fitted ARIMA model from arima
range	the forecasting range
start	starting point for out-of-sample forecast
plot	logical flag: if TRUE, then plot the observations v.s. prediction

Value

mean square error of the prediction

yanyachen/arimaMisc documentation built on May 4, 2019, 2:30 p.m.