excludeForecastCov           package:dse2           R Documentation

_F_i_l_t_e_r _O_b_j_e_c_t _t_o _R_e_m_o_v_e _F_o_r_e_c_a_s_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Filter object to remove forecasts.

_U_s_a_g_e:

         excludeForecastCov(obj, exclude.series=NULL)

_A_r_g_u_m_e_n_t_s:

     obj: An object as returned by stripMine.

exclude.series: An indication of series to which should be excluded.

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

     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.

_S_e_e _A_l_s_o:

     'minForecastCov', 'selectForecastCov'

_E_x_a_m_p_l_e_s:

     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)

