dse: excludeForecastCov – R documentation

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dse

excludeForecastCov

Filter Object to Remove Forecasts

Description

Filter object to remove forecasts.

Usage

excludeForecastCov(obj, exclude.series=NULL)

Arguments

`obj`	An object as returned by stripMine.
`exclude.series`	An indication of series to which should be excluded.

Details

Exclude results which depend on the indicated series from a (forecastCovEstimatorsWRTdata.subsets forecastCov) object.

Value

The returned result is a forecastCov object like obj, but filtered to remove any forecasts from models which depend on the series which are indicated for exclusion.

Examples

data("eg1.DSE.data.diff", package="dse")
z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
                   estimation.methods=list(estVARXls=list(max.lag=3)))
z <-  excludeForecastCov(z, exclude.series=3)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release