Re: Forecasting with nnetar

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

Re: Forecasting with nnetar

Rmetrics mailing list

Dear  All,
Please, I would like to use the nnetar in the forecast package to do both in sample and out of sample forecasting.

But what is package does is not very clear to me. It gives you rather an extrapolated forecast.
Just using this example:
fit <- nnetar(lynx)
fcast <- forecast(fit)
plot(fcast)

How can you go about the in-sample and out-of-sample forecast.

Thanks in advance for your kind response.

Wishing you a happy new year.

Best regards,
Evelyn

 

      From: Evelyn Nyamadi <[hidden email]>
 To: "[hidden email]" <[hidden email]>
 Sent: Thursday, December 31, 2015 10:56 AM
 Subject: Forecasting with nnetar
   
Dear  Sir,
Please, I would like to use the nnetar in the forecast package to do both in sample and out of sample forecasting.

But what is package does is not very clear to me. It gives you rather an extrapolated forecast.
Just using this example:
fit <- nnetar(lynx)
fcast <- forecast(fit)
plot(fcast)

How can you go about the in-sample and out-of-sample forecast.

Thanks in advance for your kind response.

Wishing you a happy new year.

Best regards,
Evelyn





 
        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Forecasting with nnetar

Michael Weylandt
On Fri, Jan 1, 2016 at 2:41 AM, Evelyn Nyamadi via R-SIG-Finance
<[hidden email]> wrote:

>
> Dear  All,
> Please, I would like to use the nnetar in the forecast package to do both in sample and out of sample forecasting.
>
> But what is package does is not very clear to me. It gives you rather an extrapolated forecast.
> Just using this example:
> fit <- nnetar(lynx)
> fcast <- forecast(fit)
> plot(fcast)
>
> How can you go about the in-sample and out-of-sample forecast.
>

This post from Rob's blog may help:
http://robjhyndman.com/hyndsight/rolling-forecasts/

Michael

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.