Forecast model insample to evaluate forecasting performance
forecast_insample.Rd
Forecast model insample to evaluate forecasting performance
Usage
forecast_insample(
model,
sample_share = 0.5,
uncertainty_sample = 100,
exog_fill_method = "AR",
plot = TRUE,
quiet = FALSE
)
Arguments
- model
A model object of class 'osem'.
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', 'auto', 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. 'auto' is an
auto.arima
model.- plot
Logical. Should the result be plotted? Default is TRUE.
- quiet
Logical. Should messages about the forecast procedure be suppressed?