text_nowcast {TextForecast}

text nowcast

Description

text nowcast

Usage

text_nowcast(x, y, intercept)

Arguments

x

the input matrix x. It should have 1 observation more that y.

y

the response variable

intercept

TRUE for include intercept in the forecast equation.

Value

the nowcast h=0 for the variable y.

Examples

set.seed(1)
data("stock_data")
data("news_data")
y=as.matrix(stock_data[,2])
w=as.matrix(stock_data[,3])
data("news_data")
data("optimal_factors")
pc=optimal_factors
z=cbind(w,pc)
t=length(y)
ncsts=text_nowcast(z,y[1:(t-1)],TRUE)