tsDyn (version 0.7-23)

nlar.struct: NLAR common structure

Description

NLAR common structure

Usage

nlar.struct(x, m, d=1, steps=d, series)
getXXYY(obj, ...)
getXX(obj, ...)
getYY(obj, ...)
getNUsed(obj, ...)

Arguments

x

time series

m,d,steps

embedding dimension, time delay and forecasting steps

series

(optional) time series name

obj

nlar.struct object

...

arguments to be passed to and from other methods

Value

• nlar.struct builds an object of class nlar.struct, from which common NLAR models infos can be extracted using:
• getXXYY
  design matrix
• getXX
  regressor matrix
• getYY
  response matrix
• getNUsed
  original time series length