forecast_date {OOS}

Set forecasted date

Description

A function to subset data recursively or with a rolling window to create a valid information set. Is used as a data preparation helper function and is called internally by forecast_univariate, forecast_multivariate, and forecast_combine.

Usage

forecast_date(forecast.date, horizon, freq)

Arguments

forecast.date

date: date forecast was made

horizon

int: periods ahead of forecast

freq

string: time series frequency; day, week, month, quarter, year; only needed for rolling window factors

Value

date vector