Get DFM results — get_results • rjd3nowcasting

Get DFM results

Usage

get_results(dfm_estimates)

Arguments

dfm_estimates: an object of class 'JD3_DfmEstimates'

Value

an object of class 'JD3_DfmResults'

Examples

set.seed(100)
data<-ts(matrix(rnorm(500), 100, 5), frequency = 12, start = c(2010,1))
data[100,1]<-data[99:100,2]<-data[(1:100)[-seq(3,100,3)],5]<-NA
dfm <- create_model(nfactors=2,
                    nlags=2,
                    factors_type = c("M", "M", "YoY", "M", "Q"),
                    factors_loading = matrix(data=TRUE, 5, 2),
                    var_init = "Unconditional")
est_em<-estimate_em(dfm, data)
rslt_em<-get_results(est_em)