Forecasting with nnetar
On Fri, Jan 1, 2016 at 2:41 AM, Evelyn Nyamadi via R-SIG-Finance
<r-sig-finance at r-project.org> wrote:
Dear All, Please, I would like to use the nnetar in the forecast package to do both in sample and out of sample forecasting. But what is package does is not very clear to me. It gives you rather an extrapolated forecast. Just using this example: fit <- nnetar(lynx) fcast <- forecast(fit) plot(fcast) How can you go about the in-sample and out-of-sample forecast.
This post from Rob's blog may help: http://robjhyndman.com/hyndsight/rolling-forecasts/ Michael