[R-SIG-Finance] Forecasting with nnetar

[Michael Weylandt]

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