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Forecast model insample to evaluate forecasting performance

Usage

forecast_insample(
  model,
  sample_share = 0.5,
  uncertainty_sample = 100,
  exog_fill_method = "AR",
  plot.forecast = TRUE
)

Arguments

model

An aggregate model object of class 'aggmod'.

sample_share

Share of the sample that should be used for the insample forecasting. Must be a numeric and must be either 1 or smaller but larger than 0.

uncertainty_sample

Integer. Number of draws to be made for the error bars. Default is 100.

exog_fill_method

Character, either 'AR' or 'last'. When no exogenous values have been provided, these must be inferred. When option 'exog_fill_method = "AR"' then an autoregressive model is used to further forecast the exogenous values. With 'last', simply the last available value is used.

plot.forecast

Logical. Should the result be plotted? Default is TRUE.

Value

List element.