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Recommended changes for the dffm, predict, VAR.forecast and dffm.preprocessing functions #1

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merged 3 commits into from Nov 17, 2021

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justinfranken
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Hi Sven,

  • I changed the output lists of the VAR.forecast function (everything in ts-objects )
  • made it possible to compute 2 more components than dimensions of the data in dffm/dffm.preprocessing/predict
  • If K = 0, predict will be the entries of the mean-function of dffm
  • made speciall if statements, which check, if K is used correctly by the users

Best wishes
Justin

@ottosven ottosven merged commit 85a6788 into ottosven:main Nov 17, 2021
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2 participants