Hi, i am try to generalize the Functional autoregressive model of order one
FAR(1) to FAR(p) through functional principle component by choosing a
particular amount of variation, then using the functional scores of functional
principle component for the prediction of vector autoregressive model i.e
VAR(p) time series through VAR package, now i want to transform these
prediction into functional form, this can be done through karhunen loeve
transformation but how i could do this R. Can any body help me in this regard
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
