total.forecast.cov
Sum covariance of forecasts across all series
Description
Sum covariance of forecasts across all series.
Usage
total.forecast.cov(obj, select=NULL)
Required Arguments
- obj
-
An object as returned by forecast.cov.
- select
-
Series to be select for summation. With the default all series are selected.
Value
An object similar to that returned by forecast.cov, with the covariance
summed over all selected series.
Examples
z <- total.forecast.cov(forecast.cov(model1, model2, data=trim.na(example.BOC.93.4.data.all.raw)))
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