di.selec: Seleciona o modelo di
In santoscs/pimfc: Prevendo Inflacao Com Modelo Fatores Comuns
Description
Usage
Arguments
Value
Description
Seleciona o modelo Indice de Difussao com menor BIC
Usage
1
di.selec(yh, yt, f, h, k, m, p)
Arguments
yh
serie a ser prevista y_{t+h}^h
yt
preditor y_{t-j+1}
f
fatores comuns estimados F_{t-j+1}
h
horizonte de previsao
k
numero maximo de fatores
m
numero maximo de defasagens dos fatores
p
numero maximo de defasagens de yt
Value
best.fit o modelo selecionado dyn
santoscs/pimfc documentation built on May 29, 2019, 1:48 p.m.
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Description Usage Arguments Value
Description
Seleciona o modelo Indice de Difussao com menor BIC
Usage
1 | di.selec(yh, yt, f, h, k, m, p)
|
Arguments
yh |
serie a ser prevista y_{t+h}^h |
yt |
preditor y_{t-j+1} |
f |
fatores comuns estimados F_{t-j+1} |
h |
horizonte de previsao |
k |
numero maximo de fatores |
m |
numero maximo de defasagens dos fatores |
p |
numero maximo de defasagens de yt |
Value
best.fit o modelo selecionado dyn
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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