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Machine Learning dataset
Posted: Tue Apr 15, 2025 12:34 pm
by LeonardoMC
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.
Re: Machine Learning dataset
Posted: Tue Apr 15, 2025 3:15 pm
by EViews Gareth
Going to need a lot more information, and what you've done so far.
Re: Machine Learning dataset
Posted: Wed Apr 16, 2025 7:24 am
by LeonardoMC
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.