ChecksOOS function

Preliminary checks for inputs provided for the performing out-of-sample forecasting

ChecksOOS(t0Forecast, t0Sample, nForecasts, ForecastType, TimeLength)

Arguments

• t0Forecast: Index of the last set of observations in the information set at the first forecasting round
• t0Sample: Index of the first set of observations in the information set at the first forecasting round
• nForecasts: Number of forecasting sets generated
• ForecastType: Forecast type. Available options are "Rolling" and "Expanding".
• TimeLength: Time-series dimension of the model