ivx_fit {ivx} | R Documentation |
Basic function called by ivx
to fit predictive models.
These should only be used directly by experienced users.
ivx_fit(y, x, horizon = 1, offset = NULL, ...)
ivx_wfit(y, x, w, horizon = 1, offset = NULL, ...)
y |
vector of observations of length |
x |
design matrix of dimension |
horizon |
is the horizon (default horizon = 1 corresponds to a short-horizon regression). |
offset |
(numeric of length |
... |
currently disregarded. |
w |
vector of weights (length |
ivx_fit(monthly$Ret, as.matrix(monthly$LTY))