min.forecast.cov
Minimum forecast cov models
Description
Usage
min.forecast.cov(obj, select.series=1, verbose=T)
Required Arguments
- obj
-
An object as returned by mine.strip.
Optional Arguments
- select.series
-
An indicator of the series which are to be used as the bases for selection.
- verbose
-
If true additional information is printed.
Value
The returned object is a vector indicating the element of forecast.cov which
was the min at each horizon.
Details
Select the min covariance (for select.series only!) at each horizon and
print. The returned object is a vector indicating the element of
forecast.cov which was the min at each horizon. It is suitable as an
argument to plot eg: plot(obj, select.cov=min.forecast.cov(obj)) The
results of this plot are similar to the default results of
plot(select.forecast.cov(obj)). Covariance information and information
about the horizon where the model is optimal are given.
See Also
Examples
z <- min.forecast.cov(obj)
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