data_subset

data.frame: data frame of target variable, exogenous variables, and observed date (named 'date')

Data

date: upper bound of information set

forecast.date

int: size of rolling window, NA if expanding window is used

rolling.window

string: time series frequency; day, week, month, quarter, year; only needed for rolling window factors

freq

A function to subset data recursively or with a rolling window to create a valid information set. Is used as a data preparation
helper function and is called internally by forecast_univariate, forecast_multivariate, and forecast_combine.

A comprehensive and cohesive API for the out-of-sample forecasting workflow:
data preparation, forecasting - including both traditional econometric time series models and
modern machine learning techniques - forecast combination, model and error analysis, and
forecast visualization.

data_subset: Create information set

Description

Usage

Arguments

Value