nlar.struct: NLAR common structure

In tsDyn: Nonlinear Time Series Models with Regime Switching

Description

NLAR common structure

Usage

nlar.struct(x, m, d=1, steps=d, series)
getXXYY(obj, ...)
getXX(obj, ...)
getYY(obj, ...)
getNUsed(obj, ...)

Arguments

x	time series
m,d,steps	embedding dimension, time delay and forecasting steps
series	(optional) time series name
obj	nlar.struct object
...	arguments to be passed to and from other methods

Value

nlar.struct builds an object of class nlar.struct, from which common NLAR models infos can be extracted using:

getXXYY	design matrix
getXX	regressor matrix
getYY	response matrix
getNUsed	original time series length

Author(s)

Antonio, Fabio Di Narzo

tsDyn documentation built on May 29, 2017, 10:48 a.m.