All Questions
5 questions
1
vote
2
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972
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How do we forecast using 3 point moving average?
X<- c(3,6,8,10,6,5)
If I want to forecast using 3point moving average
I use ma(X,3) from forecast package
So this is going to give a series of smoothed average.
If I want to forecast further 2 ...
- 80
2
votes
2
answers
1k
views
Rolling Window Forecasting with ARIMAX while supplying actual values
I am comparing different exogenous variables in how good they support the forecast of the monthly seasonal adjusted unemployment rate. All my data is monthly (2006-01-01 until 2018-09-01) and ...
- 21
0
votes
1
answer
876
views
Question about rolling forecast horizon
I'm trying to understand how the rolling forecast example below from Rob Hyndman's blog works. In the final line of the for loop, is ...
- 125
4
votes
1
answer
2k
views
Are rolling forecasts more accurate that full-sample forecasts?
I compared the auto.arima forecast checkts below to the rolling forecast fc and noticed ...
- 249
1
vote
1
answer
5k
views
Want to make a function which allows for recursive window forecasting
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 ...
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