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'.
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 vector that contains the methods to fill the exogenous variables. Default is "AR" but can also contain multiple methods, e.g. c("AR","auto").
plot: Logical. Should the result be plotted? Default is TRUE.
quiet: Logical. Should messages about the forecast procedure be suppressed?

Value

An object (list) with the class osem.forecast.insample. This object contains the central estimates and the uncertainty estimates of the forecasted values as well as the original data.