lead.matrix: Leading Indicator Matrix

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

Leading Indicator Matrix

Description

Uses a leading indicator time series to create a leading indicator matrix that can be used as input to the esti function.

Usage

lead.matrix(xvec, lagvec, number.forecasts = 24)

Arguments

xvec	A leading indicator time series
lagvec	A vector of integers indicating the lags with non-zzero coefficients in the dynamic regression model.
number.forecasts	The number of forecasts that will be requested (the default is 24).

Value

A time series matrix, suitable to use as input for a dynamic regression model using the esti function.

Examples

gasrx.lead.matrix <- lead.matrix(gasrx.tsd, lagvec=c(3, 4, 5, 6))
est.out <- esti(gasry.tsd, model=model.pdq(p=3), xreg.in=gasrx.lead.matrix)

wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.