Calculates the model's estimated values, std. errors and related statistics.

## Syntax

**PCR_FORE**(

**X**,

**Mask**,

**Y**,

**Intercept**,

**Target**,

**Return_type**,

**Alpha**)

**X** is the independent variables data matrix, such that each column represents one variable.

**Mask** is the boolean array to choose the explanatory variables in the model. If missing, all variables in X are included.

**Y** is the response or the dependent variable data array (one dimensional array of cells (e.g. rows or columns)).

**Intercept** is the constant or the intercept value to fix (e.g. zero). If missing, an intercept will not be fixed and is computed normally.

**Target** is the value of the explanatory variables (a one dimensional array of cells (e.g. rows or columns)).

**Return_type** is a switch to select the return output (1 = forecast (default), 2 = error, 3 = upper limit, 4 = lower limit).

Method | Description |
---|---|

1 | Mean value |

2 | Standard error |

3 | Upper limit |

4 | Lower limit |

**Alpha** is the statistical significance of the test (i.e. alpha). If missing or omitted, an alpha value of 5% is assumed.

## Remarks

- The underlying model is described here.
- The sample data may include missing values.
- Each column in the input matrix corresponds to a separate variable.
- Each row in the input matrix corresponds to an observation.
- Observations (i.e. rows) with missing values in X or Y are removed.
- The number of rows of the response variable (Y) must be equal to the number of rows of the explanatory variable (X).
- The PCR_FORE function is available starting with version 1.60 APACHE.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Kenney, J. F. and Keeping, E. S. (1962) "Linear Regression and Correlation." Ch. 15 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 252-285

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