extractForecasts {forecastHybrid} | R Documentation |
Extract cross validated rolling forecasts
Description
Obtain cross validated forecasts when rolling cross validation is used. The object is not inspected to see if it was fit using a rolling origin
Usage
extractForecasts(cv, horizon = 1)
Arguments
cv |
An object of class cvts |
horizon |
The forecast horizon from each fold to extract |
Details
Combine the cross validated forecasts fit with a rolling origin. This may be useful to visualize and investigate the cross validated performance of the model
Value
Forecasts computed via a rolling origin
Author(s)
Ganesh Krishnan
Examples
cv <- cvts(AirPassengers, FUN = stlm, FCFUN = forecast,
rolling = TRUE, windowSize = 134, horizon = 2)
extractForecasts(cv)
[Package forecastHybrid version 5.0.19 Index]