wgt=”key”

Set the type of averaging to use. key can be “mean” (default), “trmean” (trimmed-mean), “med” (median), “ols” (least squares weights), “mse” (mean square error weights), “ranks”, (MSE ranks), “aic” (Smoothed AIC weights), or “sic” (BMA weights). “aic” and “sic” are only available if a list of equations is provided as the forecast_data.

trim=num

Set the level of trimming for the Trimmed mean method. Num should be a number between 1 and 100. Only applicable if the “trmean” option is used.

msepwr=int

Set the power to which the MSE values are raised in the MSE ranks method. Only applicable if the “mseranks” option is used.

s

Use a static (rather than dynamic) forecast when computing the forecasts over the training sample. Only applicable if forecast_data is a list of equation objects.

forcsmpl=arg

Forecast sample (optional). If forecast sample is not provided, the workfile sample will be employed.

trainsmpl=arg

Specify the sample used for calculating the averaging weights. Only applicable if the “ols”, “mse”, “mseranks”, “aic” or “sic” options are used.

name=arg

Set the name of the final averaged series.

wgtname=arg

Save the weights into a vector in the workfile with the name wgtname.