Stores the results and inputs for some combined forecasts.
foreccomb_res(
method,
modelnames,
fitted,
accuracy_insample,
input_data,
predict = NULL,
intercept = NULL,
weights = NULL,
pred = NULL,
accuracy_outsample = NULL,
trim_factor = NULL,
top_predictors = NULL,
ranking = NULL
)Name of the method.
Names of the models provided by the user.
The fitted values.
Insample accuracy obtained by the method.
Contains the input data provided by the user.
(optional) Function used to conduct predictions for new forecasts.
(optional) Intercept of the method, if it requires one.
(optional) Weights of the method, if it requires one.
= (optional) Predictions on a test set.
= (optional) Accuracy on the test set.
= (optional) Trim factor used in some of the methods.
(optional) Number of retained predictors.
(optional) Ranking of the predictors that determines which models are removed in the trimming step.
Returns an object of class foreccomb_res.