# NOT RUN {
XX <- diff(log(EuStockMarkets[c(100:200),])) * 100
plot(ts(XX))
# }
# NOT RUN {
ff <- foreca(XX[,1:4], n.comp = 2, plot = TRUE)
ff
summary(ff)
plot(ff)
# }
# NOT RUN {
PW <- whiten(XX)
one.weight.em <- foreca.one_weightvector(U = PW$U,
dewhitening = PW$dewhitening,
algorithm.control =
list(num.starts = 2,
type = "EM"),
spectrum.control =
list(method = 'wosa'))
plot(one.weight.em)
# }
# NOT RUN {
PW <- whiten(XX)
ff <- foreca.multiple_weightvectors(PW$U, n.comp = 2,
dewhitening = PW$dewhitening)
ff
plot(ff$scores)
# }
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