dse (version 2020.2-1)

excludeForecastCov: Filter Object to Remove Forecasts

Description

Filter object to remove forecasts.

Usage

excludeForecastCov(obj, exclude.series=NULL)

Arguments

obj

An object as returned by stripMine.

exclude.series

An indication of series to which should be excluded.

Value

The returned result is a forecastCov object like obj, but filtered to remove any forecasts from models which depend on the series which are indicated for exclusion.

Details

Exclude results which depend on the indicated series from a (forecastCovEstimatorsWRTdata.subsets forecastCov) object.

See Also

minForecastCov, selectForecastCov

Examples

# NOT RUN {
data("eg1.DSE.data.diff", package="dse")
z <- stripMine(eg1.DSE.data.diff, essential.data=c(1,2),
                   estimation.methods=list(estVARXls=list(max.lag=3)))
z <-  excludeForecastCov(z, exclude.series=3)
# }