rolling {ConsReg} | R Documentation |

## rolling: Back-test your model

### Description

Function for creating rolling density forecast from `ConsRegArima`

models with
option for refitting every n periods.

### Usage

```
rolling(object, used.sample, refit, h = 1, orig.data, ...)
```

### Arguments

`object` |
ConsRegArima object |

`used.sample` |
The starting point in the dataset from which to initialize the rolling forecast. |

`refit` |
Determines every how many periods the model is re-estimated.
If |

`h` |
The number of periods to forecast |

`orig.data` |
data original which was used to estimate the ConsRegArima |

`...` |
Additional params for predict function |

### Value

`results` |
data.frame with Real, Prediction, Prediction_High,
Prediction_Low and fitted values of the |

`refitT` |
how many periods the model is re-estimated |

`metrics` |
Main metrics of the predictions |

### See Also

### Examples

```
data('series')
fit1 = ConsRegArima(formula = y ~ x1+x2 +x3, order = c(2, 1),
optimizer = 'solnp', data = series)
roll = rolling(fit1, used.sample = 40,
refit = 5, orig.data = series, h=3)
roll
plot(roll)
```

[Package

*ConsReg*version 0.1.0 Index]