slide {UComp}

slide

Description

Rolling forecasting of a matrix of time series

Usage

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

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)

Value

A vector with all the dimensions

Author(s)

Diego J. Pedregal

See Also

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

Examples

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