optimal_x

A simple <code>matrix</code> containing the optimal words selected by Elastic Net from 1992:01 through 2018:11.

datasets

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

Lucas Godeiro

TextForecast

Regression Analysis and Forecasting Using Textual Data from a
Time-Varying Dictionary

Luiz Renato Lima

optimal_x function

A matrix with the most predictive terms.<dl class="dl-horizontal">
<dt>x</dt><dd>The matrix with 4 components.</dd>
</dl>

Format

Optimal x — optimal_x

A matrix with the most predictive terms.<dl class='dl-horizontal'>
<dt>x</dt><dd>The matrix with 4 components.</dd>
</dl>

optimal_x: Optimal x

Description

Usage

Arguments

Format