Machine Learning dataset

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LeonardoMC
Posts: 9
Joined: Thu Jun 16, 2022 2:37 pm

Machine Learning dataset

Postby LeonardoMC » Tue Apr 15, 2025 12:34 pm

Hi, I'm writing a code to run a machine learning model (lasso, ridge, etc) and need to organize the dataset variables so that they are all aligned with the last date of the endogenous variable plus 1 (+1). Or more generally, plus h, where h is the forecast horizon. Can you help me wtih that?

Thanks a lot.

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Machine Learning dataset

Postby EViews Gareth » Tue Apr 15, 2025 3:15 pm

Going to need a lot more information, and what you've done so far.

LeonardoMC
Posts: 9
Joined: Thu Jun 16, 2022 2:37 pm

Re: Machine Learning dataset

Postby LeonardoMC » Wed Apr 16, 2025 7:24 am

Hi, that is the first thing I'm trying to do. As an example, I need to shift down (x2 and x3) and shift up x4, to ensure all of them to be aligned at Mar-25, the date I'm forecasting. So, I'll have not to worry about lagging this variables later.
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