Calculates the model's estimated values, standard errors, and related statistics.
PCR_FORE(X, Mask, Y, Intercept, Target, Return_type, Alpha)
- is the independent variables data matrix, so each column represents one variable.
- is the boolean array to choose the explanatory variables in the model. If missing, all variables in X are included.
- is the response or the dependent variable data array (a one-dimensional array of cells (e.g., rows or columns)).
- is the constant or the intercept value to fix (e.g., zero). If missing, an intercept will not be fixed and is usually computed.
- is the value of the explanatory variables (a one-dimensional array of cells (e.g., rows or columns)).
- 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
- is the statistical significance of the test (i.e. alpha). If missing or omitted, an alpha value of 5% is assumed.
- The underlying model is described here.
- The sample data may include data points with 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 equal the number of rows of the explanatory variable (X).
- The PCR_FORE function is available starting with version 1.60 APACHE.
- 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