excludeForecastCov {dse}R Documentation

Filter Object to Remove Forecasts

Description

Filter object to remove forecasts.

Usage

    excludeForecastCov(obj, exclude.series=NULL)

Arguments

obj

An object as returned by stripMine.

exclude.series

An indication of series to which should be excluded.

Details

Exclude results which depend on the indicated series from a (forecastCovEstimatorsWRTdata.subsets forecastCov) object.

Value

The returned result is a forecastCov object like obj, but filtered to remove any forecasts from models which depend on the series which are indicated for exclusion.

See Also

minForecastCov, selectForecastCov

Examples

data("eg1.DSE.data.diff", package="dse")
z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
                   estimation.methods=list(estVARXls=list(max.lag=3)))
z <-  excludeForecastCov(z, exclude.series=3)

[Package dse version 2020.2-1 Index]