nlar.struct {tsDyn}R Documentation

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

Author(s)

Antonio, Fabio Di Narzo


[Package tsDyn version 0.6-1 Index]