text_forecast: Text Forecast function

In TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

Text Forecast function

Description

Text Forecast function

Usage

text_forecast(x, y, h, intercept)

Arguments

x	the input matrix x.
y	the response variable
h	the forecast horizon
intercept	TRUE for include intercept in the forecast equation.

Value

The h step ahead forecast

Examples

set.seed(1)
data("stock_data")
data("news_data")
y=as.matrix(stock_data[,2])
w=as.matrix(stock_data[,3])
data("news_data")
data("optimal_factors")
pc=optimal_factors
z=cbind(w,pc)
fcsts=text_forecast(z,y,1,TRUE)

TextForecast documentation built on April 25, 2022, 9:06 a.m.