[R] Multi step ahead backtest

Alessandro Vesci cr|@u@1 @end|ng |rom ||ve@|t
Thu Apr 11 18:47:21 CEST 2019

Hi all, this is my first post so sorry if there's something wrong.
I'm doing a project for university, and I should have to do the rolling windows forecasting for 2 or more step ahead.
Does anyone know a code (or a cycle "for") to overpass the problem of "n.ahead=1"? Thanks a lot for who will answer.

	[[alternative HTML version deleted]]

More information about the R-help mailing list