https://github.com/cran/ftsa
Tip revision: 2be2cac4679ad78e8ae44283f0200a83b4a2dab9 authored by Han Lin Shang on 09 November 2010, 10:17:30 UTC
version 2.1
version 2.1
Tip revision: 2be2cac
isfe.fts.r
isfe.fts <- function (data, max.order = N - 3, N = 10, h = 5:10, method = c("classical",
"M", "rapca"), mean = TRUE, level = FALSE, fmethod = c("arima", "ar",
"ets", "ets.na", "struct", "rwdrift", "rw", "arfima"), lambda = 3,
...)
{
method <- match.arg(method)
fmethod <- match.arg(fmethod)
isfe.vec <- matrix(NA, max.order + 1, length(h))
for (i in 0:max.order) {
isfe.vec[i + 1, ] <- colMeans(aveISFE(data, order = i,
N = N, h = h, method = method, fmethod = fmethod,
lambda = lambda, mean = mean, level = level, ...))
}
rownames(isfe.vec) <- 0:max.order
colnames(isfe.vec) <- h
return(isfe.vec)
}