dse (version 2014.11-1)

excludeForecastCov: 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.

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.

concept

DSE

Details

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

See Also

minForecastCov, selectForecastCov

Examples

data("eg1.DSE.data.diff", package="dse")
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)