Re: [R] out of sample forecast

2011-02-12 Thread Gabor Grothendieck
On Sat, Feb 12, 2011 at 4:08 PM, Paka yag wrote: > >   Hello > > I have model that is: lm(y~ lag(x, -1) + lag(z, -1) > so basically a time series regression with exogen variables > And I want to make rolling out of sample forecasts, meaning that: > > I first use a subsample (e.g. 1990 -1995) for e

[R] out of sample forecast

2011-02-12 Thread Paka yag
Hello I have model that is: lm(y~ lag(x, -1) + lag(z, -1) so basically a time series regression with exogen variables And I want to make rolling out of sample forecasts, meaning that: I first use a subsample (e.g. 1990 -1995) for estimating, then I perform a one step ahead forecast, then I a

Re: [R] Out of sample forecast

2010-04-06 Thread David Winsemius
On Apr 6, 2010, at 12:25 PM, Luis Felipe Parra wrote: Hello I am trying to use predict, but I am having trouble getting out of sample predictions. I am getting the same output if I use the following three commands: predict(ModeloLineal,predictors[721:768,]) predict(ModeloLineal,predictors[

[R] Out of sample forecast

2010-04-06 Thread Luis Felipe Parra
Hello I am trying to use predict, but I am having trouble getting out of sample predictions. I am getting the same output if I use the following three commands: predict(ModeloLineal,predictors[721:768,]) predict(ModeloLineal,predictors[1:768,]) predict(ModeloLineal) where ModeloLineal is the out