Description Usage Arguments Value References
The function sets up the predictor matrix in a neural network for time series data.
1 2 |
zt |
data matrix, including the dependent variable |
locY |
location of the dependent variable (column number). |
nfore |
number of out-of-sample prediction (1-step ahead). |
lags |
a vector containing the lagged variables used to form the x-matrix. |
include.lagY |
indicator for including lagged |
The function returns a list with following components.
X |
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y |
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predX |
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predY |
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Tsay, R. and Chen, R. (2019). Nonlinear Time Series Analysis. Wiley, New Jersey.
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