predict.csr: Predict method for csr objects

Description Usage Arguments Examples

View source: R/predict.csr.R

Description

Predicted values based on csr object.

Usage

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## S3 method for class 'csr'
predict(object, newdata, ...)

Arguments

object

A csr object estimated using the ic.glmnet function.

newdata

An optional data to look for the explanatory variables used to predict. If omitted, the fitted values are used.

...

Arguments to be passed to other methods.

Examples

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## == This example uses the Brazilian inflation data from
#Garcia, Medeiros and Vasconcelos (2017) == ##
data("BRinf")

## == Data preparation == ##
## == The model is yt = a + Xt-1'b + ut == ##
## == The autorregressive is a fixed control == ##
aux = embed(BRinf,2)
y=aux[,1]
x=aux[,-c(1:ncol(BRinf))]

model=csr(x,y,K=20,k=4,fixed.controls = 1)
## == Break the data into in-sample and out-of-sample
y.in=y[1:100]; y.out=y[-c(1:100)]
x.in=x[1:100,]; x.out=x[-c(1:100),]

model=csr(x.in,y.in,K=20,k=4,fixed.controls = 1)
plot(y.out,type="l")
lines(predict(model,newdata = x.out),col=2)

gabrielrvsc/HDeconometrics documentation built on April 28, 2020, 7:12 a.m.