rolling window forecast

choose the best forecast of an AR(p) model, by comparing all AR(p) forecast with realized values

Version 1.0.0 (1.8 KB)
423 Downloads
(0)
7 Jul 2015
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more
Download

  • Install in MATLAB

    Requires R2026b and later. Learn more

You are now following this Submission

Cite As

raffaele (2026). rolling window forecast (https://in.mathworks.com/matlabcentral/fileexchange/52011-rolling-window-forecast), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Open in new tab
Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more