NLAR common structure

Description

NLAR common structure

Usage

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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

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