exclude.forecastCov {dse2}R Documentation

Filter Object to Remove Forecasts

Description

Filter object to remove forecasts.

Usage

    exclude.forecastCov(obj, exclude.series=NULL)

Arguments

obj An object as returned by mine.strip.
exclude.series An indication of series to which should be excluded.

Details

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

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.

See Also

min.forecastCov, select.forecastCov

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
z <- mine.strip(eg1.DSE.data.diff, essential.data=c(1,2),
                   estimation.methods=list(est.VARX.ls=list(max.lag=3)))
z <-  exclude.forecastCov(z, exclude.series=3)
[Package Contents]