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Rob Hyndman
Rob Hyndman
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iI have been looking for thea function that can make recursive window out-of-sample forecastforecasts, but seems there is none. so imSo I'm thinking about about makemaking a function that can be use asused for recursive window forecasting in an ARIMA model. however iHowever I know little about programming., so I'm seeking for help.

what iWhat I want to do is usinguse the function forecast.Arima forecast.Arima (zooforecast package) to predict future valuevalues in a expendingexpanding window, say(20years. Suppose 20 years is the initial window,and expend and I expand the window by 1 more year on each time till 30years), more specificiteration until it is of size 30 years. More specifically, use 20years data20 years data to predict one value and, use 21years21 years data to predict the next value.....ect, etc.

i have been looking for the function that can make recursive window out-of-sample forecast, but seems there is none. so im thinking about about make a function can be use as recursive window forecasting in ARIMA model. however i know little about programming. seeking for help

what i want to do is using the function forecast.Arima (zoo package) to predict future value in a expending window, say(20years is the initial window,and expend the 1 more year each time till 30years), more specific, use 20years data data to predict one value and use 21years data to predict the next value.....ect.

I have been looking for a function that can make recursive window out-of-sample forecasts, but seems there is none. So I'm thinking about about making a function that can be used for recursive window forecasting in an ARIMA model. However I know little about programming, so I'm seeking for help.

What I want to do is use the function forecast.Arima (forecast package) to predict future values in a expanding window. Suppose 20 years is the initial window, and I expand the window by 1 year on each iteration until it is of size 30 years. More specifically, use 20 years data to predict one value, use 21 years data to predict the next value, etc.

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michael
michael
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Want to make a function which allows for recursive window forecasting

i have been looking for the function that can make recursive window out-of-sample forecast, but seems there is none. so im thinking about about make a function can be use as recursive window forecasting in ARIMA model. however i know little about programming. seeking for help

what i want to do is using the function forecast.Arima (zoo package) to predict future value in a expending window, say(20years is the initial window,and expend the 1 more year each time till 30years), more specific, use 20years data data to predict one value and use 21years data to predict the next value.....ect.