qwdap.var {QWDAP} | R Documentation |
Vector Autoregressive Model
Description
Vector autoregressive model. This is a regression method used to establish the temporal relationship between the original time series and the modes generated by quantum walks. The core algorithm comes from MTS(ver. 1.1.1).
Usage
qwdap.var(in_data, data_range, plotting)
Arguments
in_data |
a 'QWMS' object, which includes the target series and the selected modes which can be obtained from modes selection. |
data_range |
the range of the train samples. |
plotting |
whether to plot. |
Value
a 'QWMODEL' object which includes the information of regression analysis.
Examples
data("traffic.n1")
res.var <- qwdap.var(traffic.n1,c(1,500))
[Package QWDAP version 1.1.20 Index]