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QWDAP (version 1.1.20)

qwdap.var: Vector Autoregressive Model

Description

Vector autoregressive model. This is a regression method used to establish the temporal relationship between the original time series and the modes generated by quantum walks. The core algorithm comes from MTS(ver. 1.1.1).

Usage

qwdap.var(in_data, data_range, plotting)

Value

a 'QWMODEL' object which includes the information of regression analysis.

Arguments

in_data

a 'QWMS' object, which includes the target series and the selected modes which can be obtained from modes selection.

data_range

the range of the train samples.

plotting

whether to plot.

Examples

Run this code
data("traffic.n1")
res.var <- qwdap.var(traffic.n1,c(1,500))

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