Ensemble AR model fitting across multiple orders
Usage
ear(
ts,
ps,
aic = T,
return.vec = T,
return.var = T,
return.mean = T,
collector = "median",
...
)
Arguments
- ts
A `ts` object.
- ps
Vector of AR orders.
- aic
Use AIC selection.
- return.vec
Flatten features.
- return.var
Include prediction variance.
- return.mean
Include series mean.
- collector
Aggregation method.
- ...
Additional args passed to `burgar()`.
Value
Residual `ts` object with ensemble features.