Description Usage Arguments Examples
Predicted values based on csr object.
1 2 |
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. |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | ## == 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)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.