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Published 20 hours ago • verified publisher icon ellisp

thorough tests for the xreg functionality

Open ellisp opened this issue 8 years ago • 2 comments

not sure how to do this because I don't know of a large scale testing suite of data equivalent to Mcomp with explanatory variables

ellisp avatar Nov 05 '16 00:11 ellisp

Simulated data is always a possibility, although it has plenty of limitations.

dashaub avatar Nov 09 '16 20:11 dashaub

Rob Hyndman doesn't know of any data collections of the sort I'm looking for so I guess I will need to do simulations. They won't be great for real performance tests (eg xgbar v. arima) because they'll just favour the method that most resembles the simulation. But they'll give some idea and should at least surface stability or other bugs and problems.

ellisp avatar Nov 09 '16 21:11 ellisp