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xreg for factors about mes HOT 5 CLOSED

config-i1 avatar config-i1 commented on July 29, 2024
xreg for factors

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Comments (5)

config-i1 avatar config-i1 commented on July 29, 2024

Things to do:

  1. initialiser: remove redundant values of B from xreg;
  2. filler: get the ones that are there, reproduce the missing;
  3. initialiser: share persistence values;
  4. filler: get shared persistence values;
  5. Deal with provided initials and factors;
  6. xregSelector, update xregParametersMissing, xregParametersIncluded and xregParametersEstimated
  7. provided xreg persistence
  8. forecast.adam and xreg expansion

from mes.

config-i1 avatar config-i1 commented on July 29, 2024

(1) - (4) are done locally. Things to do:

  1. Deal with provided initials and factors;
  2. xregSelector, update xregParametersMissing, xregParametersIncluded and xregParametersEstimated
  3. provided xreg persistence
  4. forecast.adam and xreg expansion
  5. FI=TRUE

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config-i1 avatar config-i1 commented on July 29, 2024

Only xregSelector left

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config-i1 avatar config-i1 commented on July 29, 2024

All done. But now refit() doesn't work with xreg

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config-i1 avatar config-i1 commented on July 29, 2024

Done

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Related Issues (20)

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