[R-SIG-Finance] Forecasting with nnetar

Michael Weylandt michael.weylandt at gmail.com
Fri Jan 1 21:30:11 CET 2016

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:


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