Faheem Jan
2019-Sep-19 17:09 UTC
[R] Conversion of multivariate time series to functional time series
Hi, i am try to generalize the Functional autoregressive model of order one FAR(1) to FAR(p) through? functional principle component by? choosing a particular amount of variation, then using the functional scores of functional principle component? for the prediction of vector autoregressive model i.e VAR(p) time series through VAR package, now i want to transform these prediction into functional form, this can be done through karhunen loeve transformation but how i could do this R. Can any body help me in this regard [[alternative HTML version deleted]]