search for: 2009m12

...I am new to R, and could use some help making out-of-sample predictions using a boosting model (the mboost command). The issue is complicated by the fact that I have panel data (time by country), and am estimating the model separately for each country. FYI, this is monthly data and I have 1986m1 - 2009m12 for 9 countries. To give you a flavor of what I am doing, here is a simple example to show how I make in-sample predictions: # data has following columns: country year month y x1 x2 x3 dat = read.csv(data.csv) # Create function that estimates model, produces in-sample predictions bbox = function...