exclude.forecast.cov {dse2} | R Documentation |
Filter object to remove forecasts.
exclude.forecast.cov(obj, exclude.series=NULL)
obj |
An object as returned by mine.strip. |
exclude.series |
An indication of series to which should be excluded. |
Exclude results which depend on the indicated series from a (forecast.cov.estimators.wrt.data.subsets forecast.cov) object.
The returned result is a forecast.cov object like obj, but filtered to remove any forecasts from models which depend on the series which are indicated for exclusion.
min.forecast.cov
,
select.forecast.cov
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.forecast.cov(z, exclude.series=3)