Description Usage Arguments Value Examples
View source: R/XFcstTrueCorr2.R
Forecast for covariate matrix: using true generating process (correlated series type 2)
1 | XTrueCorr2(horizon, sigmax, p.block, A.block, Xinput, nsize)
|
horizon |
a number. Forecast horizon. |
sigmax |
a number. Standard deviation of noise of x. |
p.block |
a list. Number of covariates x for each block. I think it's useless here. |
A.block |
a list of 3 matrices. Each contains 3 AR coefficient matrices for the 3 lags. |
Xinput |
a matrix. The original training X matrix for forecast, DAT$X.for.fcst (10 series) |
nsize |
a number. Size (nrow(Xinput)). |
a matrix
X.trueforecast |
a matrix. Forecast values for each series produced by true method, simple scenario. |
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