helpers/default_lag_selection.MD
In lubrunn/DSP_App_Abgabe: What the Package Does (One Line, Title Case)
The default option automatically chooses the autoregressive structure
and moving average period for each variable.
The number of autoregressive variables is based on the function
vars::VARselect. This function returns the number of lags with the
lowest information criterion. (Each variable is evaluated in relation to
the dependent variable) The period for the moving average is set to
5. This is deducted from the assumption forecasts are computed for a
short horizon.
lubrunn/DSP_App_Abgabe documentation built on Dec. 21, 2021, 11:51 a.m.
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The default option automatically chooses the autoregressive structure and moving average period for each variable.
The number of autoregressive variables is based on the function
vars::VARselect. This function returns the number of lags with the
lowest information criterion. (Each variable is evaluated in relation to
the dependent variable) The period for the moving average is set to
5. This is deducted from the assumption forecasts are computed for a
short horizon.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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