R: Cointegrated ICU Forecasting

# Cointegrated ICU Forecasting

## Documentation for package ‘cif’ version 0.1.1

- DESCRIPTION file

## Help Pages

crossing | computes at which observation a vector y crosses ref for the first time
diffe | appends NA at beginning of diff(y)
ec.companion | computes companion matrix of the VAR
ec.datadet1 | prepares deterministics D^(1)
ec.datadet2 | prepares deterministics D^(2)
ec.datalag | prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation
ec.EG1 | estimates the VECM with the 2-stage procedure of Engle & Granger
ec.gfd | plots forecasts of difference with confidence bars
ec.gfl | plots level forecasts with confidence bars
ec.gfld | ec.gfld plots forecasts of levels and difference with confidence bars
ec.ifp | Computes Indices of Forecast Performance
ec.main | Forecast with Vector Error Correction Model
ec.plotfor | plots forecasts
ec.plotroots | Companion matrix of the VAR
ec.predict | produces predictions for the VECM via its VAR companion form
ec.searchbreaks | search for breaks dates for given q (=1,2,3,4)
iculomb | Data from Italian Civil Protection
lagn | lag j of matrix or vector y
listsize | listsize number of terms in the search for 1,2,3,4 number of breaks
mls | Multivariate Least-Squares regression
summary.cif | summary function for cif
Wald.mls | Wald test for Multivariate Least-Squares regression