This function, when supplied a vector, looks for matches based on correlation or coefficient determination and returns a data frame preparing for a regression model. The function also outputs "newdata" to be used in the forecast horizon if needed, and the location in the data set where the match begins.
1 2 | find.matches(data, n.hist = 35, n.fore = 15, n.match = NULL,
model = c("linear", "ves", "ces"), use.cd = TRUE)
|
data |
vector or times series |
n.hist |
number of data points used for Y in a regression model |
n.fore |
number of data points in the forecast horizon |
n.match |
number of matches requested from data set |
model |
linear, ves - variable elasticity, or ces - constant elasticity |
use.cd |
whether to use the coefficient determination or correlation |
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