explained {tsfa}R Documentation

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, f=factors(object),
                  names=seriesNames(object), ...)
    ## S3 method for class 'FAmodel':
    explained(object, f=factors(object),
                  names=dimnames(loadings(object))[[1]], ...)

Arguments

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

Value

A time series matrix.

Author(s)

Paul Gilbert

See Also

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


[Package tsfa version 2009.02-1 Index]