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extractforecastCov

Extract Forecast Covariance


Description

extract forecastCov from objects

Usage

extractforecastCov(e, n)
    ## S3 method for class 'forecastCovEstimatorsWRTdata'
extractforecastCov(e, n)
    ## S3 method for class 'forecastCovEstimatorsFromModel'
extractforecastCov(e, n)

Arguments

e

A "forecastCovEstimatorsWRTdata", "forecastCov" object.

n

A vector on integers.

Details

Select a subset of models and their forecast covariances from a larger object.

Value

A forecastCov object.

See Also


dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1
GPL-2
Authors
Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Initial release

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