Man pages for zachmayer/cv.ts
Cross-validation of time series models

arimaForecastArima forecast wrapper
auto.arimaForecastauto.arima forecast wrapper
batsForecastBATS forecast wrapper
caretForecastCaret forecast wrapper
createTSfoldsCreate folds for a time series model UPDATE TO USE CARET!
cv.tsFunction to cross-validate a time series.
etsForecastEts forecast wrapper
lmForecastLinear model forecast wrapper
meanForecastMean forecast wrapper
naiveForecastNaive forecast wrapper
nnetarForecastNNetar forecast wrapper
rwForecastRandom walk forecast wrapper
snaiveForecastSeasonal naive forecast wrapper
stl.ForecastStl forecast wrapper
stsForecastStructural time series forecast wrapper
tbatsForecastTBATS forecast wrapper
testObjectTest if an object exists
thetaForecastTheta forecast wrapper
tseriesControlDefault Cross-validation control
tsSummaryDefault summary function
zachmayer/cv.ts documentation built on May 28, 2017, 11:38 a.m.