forecastSeries: Exponential Smoothing Forecast
In fincov: Methods for estimating covariance matrices
Description
Usage
Arguments
Value
Description
Compute the exponential smoothing one-step-ahead forecast
Usage
1
forecastSeries(R, Lambda, startup_period = 10)
Arguments
R
xts object of asset returns
Lambda
smoothing matrix
startup_period
periods to use for starting values
Value
forecasted values
fincov documentation built on May 2, 2019, 5:17 p.m.
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Description Usage Arguments Value
Description
Compute the exponential smoothing one-step-ahead forecast
Usage
1 | forecastSeries(R, Lambda, startup_period = 10)
|
Arguments
R |
xts object of asset returns |
Lambda |
smoothing matrix |
startup_period |
periods to use for starting values |
Value
forecasted values
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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