minForecastCov {dse2} | R Documentation

## Minimum Forecast Cov Models

### Description

Extract the minimum forecastCov at each horizon

### Usage

        minForecastCov(obj, series=1, verbose=TRUE)

### Arguments

`obj` | An object as returned by stripMine.
`series` | An indicator of the series which are to be used as the bases for selection.
`verbose` | If true additional information is printed.

### Details

Select the min covariance (for series only!) at each horizon and print. The returned object is a vector indicating the element of forecastCov which was the min at each horizon. It is suitable as an argument to plot eg: tfplot(obj, select.cov=minForecastCov(obj)) The results of this plot are similar to the default results of tfplot(selectForecastCov(obj)). Covariance information and information about the horizon where the model is optimal are given.

### Value

The returned object is a vector indicating the element of forecastCov which was the min at each horizon.

### See Also

`selectForecastCov`, `excludeForecastCov`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
                       estimation.methods=list(estVARXls=list(max.lag=3)))
    z <-  minForecastCov(z)

[Package Contents]