Orthogonally Model 1

Linear regression model of R_v on R_{v-1},...,R_{v-p}. (p=nrevs)

Usage

orthogonallyModel1(revisions.view, nrevs = 1, na.zero = FALSE)

Arguments

revisions.view

mts object. Vertical or diagonal view of the get_revisions() output

nrevs

Integer. Number of lags to consider.

na.zero

Boolean whether missing values should be considered as 0 or rather as data not (yet) available (the default).

See also

revision_analysis(), render_report()

Examples

if (FALSE) { # rjd3jars::check_java_version(silent = TRUE)

## Simulated data
df_long <- simulate_long(
    n_period = 10L * 4L,
    n_revision = 5L,
    periodicity = 4L,
    start_period = as.Date("2010-01-01")
)

## Create vintage and test
vintages <- create_vintages(df_long, periodicity = 4L)
revisions <- get_revisions(vintages, gap = 1)
orthogonallyModel1(revisions[["diagonal_view"]])
}