tsfa (version 2021.1-3)

explained: Calculate Explained Portion of Data

Description

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

Usage

explained(object, ...)
    # S3 method for TSFmodel
explained(object, f=factors(object),
                  names=seriesNames(object), ...)
    # S3 method for 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.

See Also

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