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Rolling window option in tsCV() with xreg #715
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Should be ok now. Fixed in 904028f |
@mitchelloharawild might be able to make the code a bit neater though. |
When reproducing the example above, the values between tsCV and manually calculated errors are still different starting from the second step. |
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Hi, I may be a bit confused here, but I'm having trouble setting the
window
option intsCV()
while also usingxreg
. When not using thexreg
, the window seems to scan the data correctly:When using the same idea as above, but specifying an
xreg
, it does not work. Any tips on how to write myforecastfunction
such that I can use a rolling window andxreg
? It works for the first fit (i.e., before the window starts rolling), but not for other fits.Thanks for any help!
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