Description Usage Arguments Examples

Basic function called by `ivx_ar`

to fit predictive models.
These should only be used directly by experienced users.

1 2 3 4 5 6 7 8 9 10 11 |

`y` |
vector of observations of length |

`x` |
design matrix of dimension |

`horizon` |
is the horizon (default horizon = 1 corresponds to a short-horizon regression). |

`offset` |
(numeric of length |

`ar` |
Method to include the autoregressive terms. "auto" find the optimal
ar order by using the information criteria. |

`ar_max` |
Maximum ar order of model to fit. |

`ar_ic` |
Information criterion to be used in model selection. |

`ar_grid` |
The ar grid sequence of which to iterate. |

`...` |
Further arguments passed to the function which is fitting the best AR model.
If |

1 2 3 | ```
ivx_ar_fit(monthly$Ret, as.matrix(monthly$LTY))
ivx_ar_fit(monthly$Ret, as.matrix(monthly$LTY), ar = 1)
``` |

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