Pedro, I only skimmed your question on stackoverflow, but since I had just seen a related post on R-bloggers (http://www.r-bloggers.com), I thought you might be interested.
"Out-of-sample one-step forecasts "It is common to fit a model using training data, and then to evaluate its performance on a test data set. When the data are time series, it is useful to compute one-step forecasts on the test data. For some reason, this is much more commonly done by people trained in machine learning rather than statistics." Continue reading ... http://robjhyndman.com/hyndsight/out-of-sample-one-step-forecasts/ Hope this helps. Jean On Wed, Feb 13, 2013 at 9:28 AM, Pedro Carvalho <pedro_n_pi...@hotmail.com>wrote: > > Hello, > > I have submitted a R question to stackoverflow and have not received an > answer. > > Could anyone help me out? > > > http://stackoverflow.com/questions/14825443/backtesting-accuracy-of-regression-model-through-rolling-window-regression-with > > Best regards, > Pedro > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]]
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
