## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.align="center", fig.height=4, fig.width=6 ) ## ----echo=FALSE, message=FALSE------------------------------------------------ library(greybox) ## ----BJxreg1------------------------------------------------------------------ BJxreg <- xregExpander(BJsales.lead,lags=c(-5,-10)) ## ----BJxreg2------------------------------------------------------------------ BJxreg <- xregExpander(BJsales.lead,lags=c(7,-5,-10)) ## ----BJxreg3------------------------------------------------------------------ BJxreg <- xregExpander(BJsales.lead,lags=c(-10:10)) ## ----BJData------------------------------------------------------------------- BJxreg <- as.data.frame(xregExpander(BJsales.lead,lags=c(-10:10))) BJxreg <- cbind(as.matrix(BJsales),BJxreg) colnames(BJxreg)[1] <- "y" ourModel <- stepwise(BJxreg) ## ----BJStepwise--------------------------------------------------------------- ourModel <- stepwise(BJxreg) ## ----BJStepwiseResult--------------------------------------------------------- ourModel ## ----texregExample, results = 'asis'------------------------------------------ texreg::htmlreg(ourModel) ## ----BJcombine1--------------------------------------------------------------- ourModel <- lmCombine(BJxreg[,-c(3:7,18:22)],bruteforce=TRUE) summary(ourModel) ## ----BJcombine2--------------------------------------------------------------- ourModel <- lmCombine(BJxreg,bruteforce=FALSE) summary(ourModel) ## ----BJcombine3--------------------------------------------------------------- BJInsample <- BJxreg[1:130,]; BJHoldout <- BJxreg[-(1:130),]; ourModel <- lmCombine(BJInsample,bruteforce=FALSE) ## ----BJcombinePlot------------------------------------------------------------ summary(ourModel) plot(ourModel) ## ----BJcombineForecast-------------------------------------------------------- ourForecast <- predict(ourModel,BJHoldout) plot(ourForecast)