https://github.com/cran/ftsa
Tip revision: 7bdad6c68655052ae1f5bb6df541ead6a839543b authored by Han Lin Shang on 12 November 2015, 12:58:19 UTC
version 4.5
version 4.5
Tip revision: 7bdad6c
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)
}