Set up exogenous regressors for explanation in a forecast model.

Source: R/explain_forecast.R

Set up exogenous regressors for explanation in a forecast model.

reg_forecast_setup(x, horizon, group)

Arguments

x

A matrix with the exogenous variables.

horizon

The forecast horizon.

group

The list of endogenous groups, to append exogenous groups to.

Value

A list containing

  • fcast A matrix containing the exogenous observations needed for each observation.

  • group The list group with the exogenous groups appended.