factors: Extractor Functions for Dynamic Factor Models

In srlanalytics/bdfm: Bayesian and Maximum Likelihood Estimation of Dynamic Factor Models

Description

predict extracts the predicted values of model. adjusted returns the original series with the predicted values substituted if missing. factors return the factor(s) of the model.

Usage

factors(object)

adjusted(object)

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

Arguments

object	object of class "dfm"
...	unused, to comply with generic

Examples

## Not run: 
# predict vs. adjusted
library(tsbox)
dta0 <- ts_seas(cbind(mdeaths, fdeaths))  # seasonally adjust
dta <- dta0
dta[1:10, 2] <- NA

m <- dfm(dta)
ts_plot(predict(m)[, 'fdeaths'], dta0[, 'fdeaths'])
ts_plot(adjusted(m)[, 'fdeaths'], dta0[, 'fdeaths'])

## End(Not run)

srlanalytics/bdfm documentation built on Sept. 21, 2020, 10:45 p.m.