.pred_array_to_df {bmgarch}R Documentation

Convert predictive array to data.frame.

Description

Helper function for as.data.frame.fitted, forecast. Converts predictive array to data.frame.

Usage

.pred_array_to_df(arr, type = "backcast", param = "var")

Arguments

arr

Array to convert into data frame.

type

String. "backcast" or "forecast".

param

String. "var", "mean", or "cor".

Value

data.frame. Columns: period, type (backcast, forecast), param (var, mean, cor), TS (which time series, or which correlation for param = cor), summary columns.

Author(s)

Stephen R. Martin


[Package bmgarch version 2.0.0 Index]