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.
forecast_date(forecast.date, horizon, freq)date: date forecast was made
int: periods ahead of forecast
string: time series frequency; day, week, month, quarter, year; only needed for rolling window factors
date vector