excludeForecastCov {dse2} | 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

    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 <-  excludeForecastCov(z, exclude.series=3)

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