CoFESNARXdata: CoFESNARXdata

In demonejackson/CoFES_SNARX: Seasonal NARX via Keras

CoFESNARXdata

Description

CoFESNARXdata returns the lead/lag series necessary to run the CoFESNARX

Usage

CoFESNARXdata(yy, xx, ydelay, xdelay, delay = 1, date = T)

Arguments

yy	numeric vectors containing target data
xx	numeric vectors containing feature data
ydelay	integer representing the desired AR order for y
xdelay	integer representing the desired AR order for x
delay	integers representing n, the size of the prediction window into the future
date	boolean value to indicate if you data includes dates

Details

This function transforms the target and exegenous series variables for the CoFESNARX model. variables series, and the number of desired lags for each group respectively and then returns the requested lag series for each in a single data set. Ydelay/Xdelay are vectors that holds the consecutive delays required for the target variable series (ex 1:3 or 4:5).

Value

returns the target combined with the original and lagged exegenous variables in one database.

demonejackson/CoFES_SNARX documentation built on April 18, 2022, 4:40 p.m.