~~ Methods for Function crossVal in Package x12 ~~

Cross Validation with function crossVal in package x12.

# S4 method for ts
crossVal(object, x12Parameter, x12BaseInfo,
    showCI=FALSE, main="Cross Validation",
    col_original="black", col_fc="#2020ff", col_bc="#2020ff",
    col_ci="#d1d1ff", col_cishade="#d1d1ff",
    lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1,
    lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1,
    points_bc=FALSE, points_fc=FALSE, points_original=FALSE,
    showLine=TRUE, col_line="grey", lty_line=3,
    ylab="Value", xlab="Date",ylim=NULL,span=NULL)
# S4 method for x12Single
crossVal(object, x12BaseInfo=new("x12BaseInfo"),
    showCI=FALSE, main="Cross Validation",
    col_original="black", col_fc="#2020ff", col_bc="#2020ff",
    col_ci="#d1d1ff", col_cishade="#d1d1ff",
    lty_original=1, lty_fc=2, lty_bc=2, lty_ci=1,
    lwd_original=1, lwd_fc=1, lwd_bc=1, lwd_ci=1, ytop=1,
    points_bc=FALSE, points_fc=FALSE, points_original=FALSE,
    showLine=TRUE, col_line="grey", lty_line=3,
    ylab="Value", xlab="Date",ylim=NULL,span=NULL)

Methods

signature(object = "ts")

%\item{\code{signature(object = "x12Batch")}}{ %% ~~describe this method here~~ %}
signature(object = "x12Single")

Arguments

object

object of class ts or x12Single-class.

x12Parameter

object of class x12Parameter.

x12BaseInfo

object of class x12BaseInfo.

showCI

logical specifying if the prediction interval should be plotted.

main

plot title.

col_original

color of the original time series.

col_fc

color of the forecasts.

col_bc

color of the backcasts.

col_ci

color of the prediction interval.

col_cishade

color of the shading of the prediction interval.

lty_original

line type of the original time series.

lty_fc

line type of the forecasts.

lty_bc

line type of the backcasts.

lty_ci

line type of the prediction interval.

lwd_original

line width of the original time series.

lwd_fc

line width of the forecasts.

lwd_bc

line width of the backcasts.

lwd_ci

line width of the prediction interval.

ytop

multiplication factor for ylim.

points_bc

logical specifying if backcasts should additionally be indicated with points.

points_fc

logical specifying if forecasts should additionally be indicated with points.

points_original

logical specifying if the original time series should additionally be indicated with points.

showLine

logical indicating if a boundary line should be drawn before/after fore-/backcasts.

col_line

color of showLine.

lty_line

line type of showLine.

ylab

label of y-axis.

xlab

label of x-axis.

ylim

range of the y-axis

span

vector of length 4, limiting the data used for the plot.
Start and end date of said time interval can be specified by 4 integers in the format c(start year, start seasonal period, end year, end seasonal period)

Value

An S4 object of class crossValidation-class.

Author

Alexander Kowarik, Angelika Meraner

Examples

if (FALSE) {
s <- new("x12Single",ts=AirPassengers,tsName="air")
s <- setP(s,list(estimate=TRUE,regression.variables="AO1950.1",outlier.types="all",
  outlier.critical=list(LS=3.5,TC=2.5),
backcast_years=1/2,forecast_years=1))

cv<-crossVal(s,showLine=TRUE)
cv
}