@@ -542,37 +542,38 @@ function create_dynamic_exog_coefs_matrix(
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nothing
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else
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state_components_dict[" level" ] = hcat (
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- ones (T, 1 ), create_ξ (T, stochastic_start)
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- )
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+ ones (T, 1 ), create_ξ (T, stochastic_start)
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+ )
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end
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key_name = " level"
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elseif combination[2 ] == " slope"
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if haskey (state_components_dict, " slope" )
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nothing
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else
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state_components_dict[" slope" ] = hcat (
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- vcat ([0 ], collect (1 : (T - 1 ))), create_ζ (T, ζ_threshold, stochastic_start)
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- )
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+ vcat ([0 ], collect (1 : (T - 1 ))),
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+ create_ζ (T, ζ_threshold, stochastic_start),
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+ )
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end
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key_name = " slope"
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elseif combination[2 ] == " seasonal"
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if haskey (state_components_dict, " seasonal_$(combination[3 ]) " )
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nothing
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else
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state_components_dict[" seasonal_$(combination[3 ]) " ] = hcat (
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- create_deterministic_seasonal (T, combination[3 ]),
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- create_ω (T, combination[3 ], ω_threshold, stochastic_start),
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- )
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+ create_deterministic_seasonal (T, combination[3 ]),
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+ create_ω (T, combination[3 ], ω_threshold, stochastic_start),
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+ )
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end
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key_name = " seasonal_$(combination[3 ]) "
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elseif combination[2 ] == " cycle"
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if haskey (state_components_dict, " cycle_$(combination[3 ]) " )
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nothing
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else
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state_components_dict[" cycle_$(combination[3 ]) " ] = hcat (
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- create_deterministic_cycle (T, combination[3 ]),
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- create_ϕ (combination[3 ], T, ϕ_threshold, stochastic_start),
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- )
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+ create_deterministic_cycle (T, combination[3 ]),
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+ create_ϕ (combination[3 ], T, ϕ_threshold, stochastic_start),
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+ )
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end
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key_name = " cycle_$(combination[3 ]) "
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end
@@ -617,46 +618,50 @@ function create_forecast_dynamic_exog_coefs_matrix(
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nothing
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else
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state_components_dict[" level" ] = hcat (
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- ones (T + steps_ahead, 1 ), create_ξ (T + steps_ahead, stochastic_start)
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- )[
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- (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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- ]
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+ ones (T + steps_ahead, 1 ), create_ξ (T + steps_ahead, stochastic_start)
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+ )[
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+ (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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+ ]
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end
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key_name = " level"
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elseif combination[2 ] == " slope"
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if haskey (state_components_dict, " slope" )
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nothing
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else
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state_components_dict[" slope" ] = hcat (
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- vcat ([0 ], collect (1 : (T + steps_ahead - 1 ))),
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- create_ζ (T + steps_ahead, ζ_threshold, stochastic_start),
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- )[
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- (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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- ]
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+ vcat ([0 ], collect (1 : (T + steps_ahead - 1 ))),
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+ create_ζ (T + steps_ahead, ζ_threshold, stochastic_start),
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+ )[
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+ (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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+ ]
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end
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key_name = " slope"
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elseif combination[2 ] == " seasonal"
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if haskey (state_components_dict, " seasonal_$(combination[3 ]) " )
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nothing
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else
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state_components_dict[" seasonal_$(combination[3 ]) " ] = hcat (
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- create_deterministic_seasonal (T + steps_ahead, combination[3 ]),
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- create_ω (T + steps_ahead, combination[3 ], ω_threshold, stochastic_start),
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- )[
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- (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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- ]
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+ create_deterministic_seasonal (T + steps_ahead, combination[3 ]),
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+ create_ω (
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+ T + steps_ahead, combination[3 ], ω_threshold, stochastic_start
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+ ),
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+ )[
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+ (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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+ ]
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end
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key_name = " seasonal_$(combination[3 ]) "
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elseif combination[2 ] == " cycle"
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if haskey (state_components_dict, " cycle_$(combination[3 ]) " )
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nothing
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else
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state_components_dict[" cycle_$(combination[3 ]) " ] = hcat (
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- create_deterministic_cycle (T + steps_ahead, combination[3 ]),
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- create_ϕ (combination[3 ], T + steps_ahead, ϕ_threshold, stochastic_start),
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- )[
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- (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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- ]
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+ create_deterministic_cycle (T + steps_ahead, combination[3 ]),
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+ create_ϕ (
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+ combination[3 ], T + steps_ahead, ϕ_threshold, stochastic_start
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+ ),
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+ )[
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+ (end - steps_ahead + 1 ): end , 1 : combination[4 ]
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+ ]
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end
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key_name = " cycle_$(combination[3 ]) "
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end
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