slide function

slide

Rolling forecasting of a matrix of time series

slide(
  y,
  orig,
  forecFun,
  ...,
  h = 12,
  step = 1,
  output = TRUE,
  window = NA,
  parallel = FALSE
)

Arguments

• y: a vector or matrix of time series
• orig: starting forecasting origin
• forecFun: user function that implements forecasting methods
• ...: rest of inputs to forecFun function
• h: forecasting horizon
• step: observations ahead to move the forecasting origin
• output: output TRUE/FALSE
• window: fixed window width in number of observations (NA for non fixed)
• parallel: run forecasts in parallel

Returns

A vector with all the dimensions

Details

Takes a time series and run forecasting methods implemented in function forecFun h steps ahead along the time series y, starting at forecasting origin orig, and moving step observations ahead. Forecasts may be run in parallel by setting parallel to TRUE. A fixed window width may be specified with input window. The output is of dimensions (h, nOrigs, nModels, nSeries)

Examples

## Not run: slide(AirPassengers, 100, forecFun)

See Also

colMedians, rowMedians, tests, sumStats, gaussTest, ident, cusum, varTest, conv, armaFilter, dif, roots, zplane, acft, plotSlide, Accuracy, tsDisplay, size

Author(s)

Diego J. Pedregal