forecast_expand {bvhar}

Out-of-sample Forecasting based on Expanding Window

Description

This function conducts expanding window forecasting.

Usage

forecast_expand(object, n_ahead, y_test)

Arguments

object

Model object

n_ahead

Step to forecast in rolling window scheme

y_test

Test data to be compared. Use divide_ts() if you don't have separate evaluation dataset.

Details

Expanding windows forecasting fixes the starting period. It moves the window ahead and forecast h-ahead in y_test set.

Value

predbvhar_expand class

References

Hyndman, R. J., & Athanasopoulos, G. (2021). Forecasting: Principles and practice (3rd ed.). OTEXTS. https://otexts.com/fpp3/

See Also

See ts_forecasting_cv for out-of-sample forecasting methods.