create_overlapping_windows {INFOSET}R Documentation

Function to create overlapping windows.

Description

Function to create overlapping windows.

Usage

create_overlapping_windows(data, FT = 1290, ov = 125)

Arguments

data

vector or data frame

FT

Window size. By default set to 1290 training days (five years).

ov

Number of different days for two consecutive time windows.. By default set to 125 training days (six months).

Value

a list containing the rolling windows


[Package INFOSET version 4.1 Index]