Open MatthieuStigler opened 3 years ago
Some called x and some x_small?
x
x_small
library(tsDyn) #> Registered S3 method overwritten by 'quantmod': #> method from #> as.zoo.data.frame zoo x <- log10(lynx) x_small <- x[1:100] mod_small <- list() mod_small[["linear"]] <- linear(x_small, m=2) mod_small[["setar"]] <- setar(x_small, m=2, thDelay=1, trace = FALSE) #> Warning: Possible unit root in the high regime. Roots are: 1 1 mod_small[["lstar"]] <- lstar(x_small, m=2, thDelay=1, trace = FALSE) mod_small[["aar"]] <- aar(x_small, m=2) pred_rolls_1 <- lapply(mod_small, predict_rolling, n.ahead=1, newdata=x[101:114]) sapply(pred_rolls_1, accuracy_stat) #> linear setar lstar aar #> var "x" "x_small" "x_small" "x" #> ME 0.05258699 0.02826967 0.03237135 0.03953898 #> RMSE 0.1328027 0.06883358 0.07287524 0.09035348 #> MAE 0.1148975 0.0477577 0.05523015 0.067775 #> MPE 1.478991 0.8449191 1.027387 1.241795 #> MAPE 3.886218 1.57141 1.852648 2.294182
Created on 2020-12-05 by the reprex package (v0.3.0)
Some called
x
and somex_small
?Created on 2020-12-05 by the reprex package (v0.3.0)