[R-SIG-Finance] Forecasting with nnetar

[Evelyn Nyamadi]

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.

Thanks in advance for your kind response.

Wishing you a happy new year.

Best regards,
Evelyn

 

      From: Evelyn Nyamadi <evelynpax at yahoo.com>
 To: "Rob.Hyndman at monash.edu" <Rob.Hyndman at monash.edu> 
 Sent: Thursday, December 31, 2015 10:56 AM
 Subject: Forecasting with nnetar
   
Dear  Sir,
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.

Thanks in advance for your kind response.

Wishing you a happy new year.

Best regards,
Evelyn





  
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