I'm trying to do a monthly time slice cross validation in R using the fbprophet library. Basically, I'm having n months with different values and I want to make a loocv (backtesting with period 1). Here's my code
m <- prophet(monthly_oc_df)
cross_validation(
m,
initial = 1,
period = nrow(monthly_oc_df)
)
How can I accomplish that?
Thanks in advance!
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