ECTSVR"
In ECTSVR: Cointegration Based Support Vector Regression Model

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Introduction

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The cointegration based support vector regression model is a combination of error correction model and support vector regression (http://krishi.icar.gov.in/jspui/handle/123456789/72361). This hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the support vector regression model.

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# Examples: How The cointegration based support vector regression model can be applied  
library(ECTSVR)
#taking data finland from the r library
data(finland)
#takaing the two cointegrated variables (4th and 3rd) from the data set
data_example <- finland[,4:3]
#application of ECTSVR model with radial basis kernel function of Epsilon support vector regression model

ECTSVR(data_example,"trace",0.8,2, "radial","eps-regression",verbose = FALSE)