Hi,


do you anybody know, if this work?


In the manual I see only set(PARAMETERS);

Is a possible set for FCE advise
|...TRAIN DATA..|...TEST..|

TEST ... testing like forward

Thanks

nobody?

What are you using this for and could you elaborate a bit more?


As I read it from the manual it says:

"Splits the simulation in a training period (given in percent) and a following test period. F.i. when set at 60, the training period has a length of 60% and the test period has a length of 40%. This works with or without WFO and ensures that the test always uses out-of-sample data."


So, if you are asking if

DataSplit = 90;

will split your data into 90% training data and 10% test data, then yes.


Best regards

Tim