extractForecasts: Extract cross validated rolling forecasts
Description
Obtain cross validated forecasts when rolling cross validation is used. The object is not
inspected to see if it was fit using a rolling origin
Usage
extractForecasts(cv, horizon = 1)
Arguments
cv
An object of class cvts
horizon
The forecast horizon from each fold to extract
Value
Forecasts computed via a rolling origin
Details
Combine the cross validated forecasts fit with a rolling origin. This may be useful
to visualize and investigate the cross validated performance of the model