Compare ANNEM predictions with traditional econometric models.
compare_with_benchmarks(
annem_predictions,
actual_returns,
benchmark_models = c("VAR", "Random_Walk")
)
Arguments
- annem_predictions
Numeric vector of ANNEM predictions
- actual_returns
Numeric vector of actual returns
- benchmark_models
Character vector of benchmark model names
Value
Data frame with comparison metrics
Examples
if (FALSE) { # \dontrun{
predictions <- rnorm(100)
actual <- rnorm(100)
comparison <- compare_with_benchmarks(predictions, actual)
} # }