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Note that this notebook was automatically generated from an RDocumentation page. It depends on the package and the example code whether this code will run without errors. You may need to edit the code to make things work.

if(!require('forecast')) {
    install.packages('forecast')
    library('forecast')
}
#Fit an AR(2) model to each rolling origin subset
far2 <- function(x, h){forecast(Arima(x, order=c(2,0,0)), h=h)}
e <- tsCV(lynx, far2, h=1)

#Fit the same model with a rolling window of length 30
e <- tsCV(lynx, far2, h=1, window=30)

#Example with exogenous predictors
far2_xreg <- function(x, h, xreg, newxreg) {
  forecast(Arima(x, order=c(2,0,0), xreg=xreg), xreg=newxreg)
}

y <- ts(rnorm(50))
xreg <- matrix(rnorm(100),ncol=2)
e <- tsCV(y, far2_xreg, h=3, xreg=xreg)

autoplot(y)
Current Type: Bar
Current X-axis: None
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Current Color: None