fitted.dma: Extracts Fitted Values from 'dma' Model.

In fDMA: Dynamic Model Averaging and Dynamic Model Selection for Continuous Outcomes

Extracts Fitted Values from dma Model.

Description

The function extracts predictions made by the fDMA model.

Usage

## S3 method for class 'dma'
fitted(object, ...)

Arguments

object	an object of dma class
...	not used

Value

vector of forecasted values

Examples

wti <- crudeoil[-1,1]
drivers <- (lag(crudeoil[,-1],k=1))[-1,]
ld.wti <- (diff(log(wti)))[-1,]
ld.drivers <- drivers[-1,]
ld.drivers[,c(4,6)] <- (diff(drivers[,c(4,6)]))[-1,]
ld.drivers[,c(1:2,5,7)] <- (diff(log(drivers[,c(1:2,5,7)])))[-1,]
ld.drivers[,c(3,6)] <- ld.drivers[,c(3,6)]/100

m1 <- fDMA(y=ld.wti,x=ld.drivers,alpha=0.99,lambda=0.99,initvar=1,model="dma")
f <- fitted(object=m1)

fDMA documentation built on April 4, 2025, 5:16 a.m.