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tsfa (version 2006.2-1)

explained.TSFmodel: Calculate Explained Portion of Data

Description

Calculate portion of the data (indicators) explained by the factors.

Usage

explained(object, ...)
    ## S3 method for class 'TSFmodel':
explained(object, names=object$names, ...)
    ## S3 method for class 'TSFestModel':
explained(object, ...)

Arguments

object
A TSFmodel or TSFestModel.
names
A vector of strings to use for the output series.
...
arguments passed to other methods.

Value

  • A time series matrix.

concept

TSFA

See Also

TSFmodel, predict, estTSF.ML, simulate, tfplot.TSFmodel,