explained: Calculate Explained Portion of Data

In tsfa: Time Series Factor Analysis

Description

Calculate portion of the data (indicators) explained by the factors.

Usage

    explained(object, ...)
    ## S3 method for class 'TSFmodel'
explained(object, f=factors(object),
                  names=seriesNames(object), ...)
    ## S3 method for class 'FAmodel'
explained(object, f=factors(object),
                  names=dimnames(loadings(object))[[1]], ...)

Arguments

object	A TSFmodel or TSFestModel.
f	Factor values to use with the model.
names	A vector of strings to use for the output series.
...	arguments passed to other methods.

Value

A time series matrix.

Author(s)

Paul Gilbert

See Also

TSFmodel, predict, estTSF.ML, simulate, tfplot.TSFmodel,

tsfa documentation built on Jan. 13, 2021, 10:53 a.m.