text_nowcast: text nowcast
In lucasgodeiro/TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary
Description
Usage
Arguments
Value
Examples
Description
text nowcast
Usage
1
text_nowcast(x, y, intercept)
Arguments
x
the input matrix x. It should have 1 observation more that y.
y
the response variable
intercept
TRUE for include intercept in the forecast equation.
Value
the nowcast h=0 for the variable y.
Examples
1
2
3
4
5
6
7
8
9
10
11
set.seed(1)
data("stock_data")
data("news_data")
y=as.matrix(stock_data[,2])
w=as.matrix(stock_data[,3])
data("news_data")
data("optimal_factors")
pc=optimal_factors
z=cbind(w,pc)
t=length(y)
ncsts=text_nowcast(z,y[1:(t-1)],TRUE)
lucasgodeiro/TextForecast documentation built on Sept. 19, 2019, 3:41 a.m.
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Description Usage Arguments Value Examples
Description
text nowcast
Usage
1 | text_nowcast(x, y, intercept)
|
Arguments
x |
the input matrix x. It should have 1 observation more that y. |
y |
the response variable |
intercept |
TRUE for include intercept in the forecast equation. |
Value
the nowcast h=0 for the variable y.
Examples
1 2 3 4 5 6 7 8 9 10 11 | set.seed(1)
data("stock_data")
data("news_data")
y=as.matrix(stock_data[,2])
w=as.matrix(stock_data[,3])
data("news_data")
data("optimal_factors")
pc=optimal_factors
z=cbind(w,pc)
t=length(y)
ncsts=text_nowcast(z,y[1:(t-1)],TRUE)
|
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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