fitted.hybridModel

object

<p>if <code>TRUE</code>, return the fitted values of the component models instead
of the fitted values for the whole ensemble model.</p>

individual

<p>Extract the model fitted values from the <code>hybridModel</code> object.</p>

Convenient functions for ensemble forecasts in R combining
approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(),
thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights
based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>),
or cross-validated weights. Cross validation for time series data with user-supplied models
and forecasting functions is also supported to evaluate model accuracy.

David Shaub

Last chance! 50% off unlimited learning

fitted.hybridModel: Extract Model Fitted Values

Description

Usage

Arguments

Value

See Also