Merge pull request #69 from SebKrantz/development

Minor fixes to README example.

Author: SebKrantz

.Rbuildignore

@@ -1,6 +1,7 @@
 ^dfms\.Rproj$
 ^\.Rproj\.user$
 misc
+^README\.Rmd$
 ^README\.html$
 .RData
 LICENSE

R/methods.R

@@ -138,7 +138,7 @@ print.dfm_summary <- function(x,
                               compact = sum(x$info["n"] > 15, x$info["n"] > 40), ...) {
 
   inf <- as.integer(x$info[1:4])
-  if(length(x$info["nq"] > 0)) {
+  if(x$info["nq"] > 0) {
     cat("Mixed Frequency Dynamic Factor Model\nn = ", inf[1L], ", nm = ", inf[1L] - x$info["nq"], ", nq = ", x$info["nq"], ", T = ", inf[2L], ", r = ", inf[3L], ", p = ", inf[4L],
         "\n%NA = ", round(x$info["%NA"], digits), ", %NAm = ", round(x$info["%NAm"], digits), "\n", sep = "")
   } else {

README.md

@@ -70,9 +70,7 @@ summary(mod)
 ```
 
 ```
-## Mixed Frequency Dynamic Factor Model
-## n = 92, nm = 92, nq = 0, T = 356, r = 6, p = 3
-## %NA = 25.8366, %NAm = NA
+## Dynamic Factor Model: n = 92, T = 356, r = 6, p = 3, %NA = 25.8366
 ## 
 ## Call:  DFM(X = diff(BM14_M), r = 6, p = 3)
 ## 
@@ -86,27 +84,20 @@ summary(mod)
 ## f6  356  -0.8361   -0.304  3.1406  -11.6611  15.4897
 ## 
 ## Factor Transition Matrix [A]
-##       L1.f1    L1.f2     L1.f3    L1.f4    L1.f5    L1.f6    L2.f1    L2.f2
-## f1  0.53029 -0.53009  0.367302  0.04607 -0.06351  0.10310  0.02457  0.11673
-## f2 -0.28380  0.07421 -0.032292  0.29741 -0.10094  0.21989  0.09958 -0.09149
-## f3  0.17607  0.12979  0.378798 -0.06662 -0.12236  0.06685 -0.08068  0.09101
-## f4  0.02711  0.08936  0.004643  0.37159  0.12100 -0.02763  0.01234 -0.05147
-## f5 -0.26227 -0.03469 -0.046294  0.12712  0.26847  0.03141  0.06400  0.01971
-## f6  0.08251  0.17619 -0.013374 -0.08731 -0.03875  0.27812 -0.01662  0.04877
-##       L2.f3    L2.f4     L2.f5    L2.f6    L3.f1    L3.f2    L3.f3    L3.f4
-## f1 -0.12638  0.23135  0.117184  0.21941  0.18478  0.02259 -0.03719 -0.07236
-## f2  0.06708 -0.09768 -0.043057  0.08489  0.21107  0.16261  0.03057  0.04835
-## f3 -0.22232  0.09799 -0.060666 -0.18028 -0.02773  0.01798  0.10143 -0.12420
-## f4  0.02195  0.01266  0.050912  0.05144 -0.05601  0.04665  0.05710 -0.11412
-## f5  0.04806 -0.03965 -0.009952 -0.18471  0.08332 -0.04640 -0.02047  0.02458
-## f6  0.02279  0.01163 -0.100859  0.07152  0.00792  0.06071  0.11381  0.02520
-##       L3.f5    L3.f6
-## f1 -0.03026 -0.12606
-## f2  0.12249  0.13357
-## f3  0.04207 -0.07011
-## f4 -0.05680 -0.01609
-## f5  0.16397  0.07820
-## f6 -0.17897  0.30328
+##       L1.f1    L1.f2     L1.f3    L1.f4    L1.f5    L1.f6    L2.f1    L2.f2    L2.f3
+## f1  0.53029 -0.53009  0.367302  0.04607 -0.06351  0.10310  0.02457  0.11673 -0.12638
+## f2 -0.28380  0.07421 -0.032292  0.29741 -0.10094  0.21989  0.09958 -0.09149  0.06708
+## f3  0.17607  0.12979  0.378798 -0.06662 -0.12236  0.06685 -0.08068  0.09101 -0.22232
+## f4  0.02711  0.08936  0.004643  0.37159  0.12100 -0.02763  0.01234 -0.05147  0.02195
+## f5 -0.26227 -0.03469 -0.046294  0.12712  0.26847  0.03141  0.06400  0.01971  0.04806
+## f6  0.08251  0.17619 -0.013374 -0.08731 -0.03875  0.27812 -0.01662  0.04877  0.02279
+##       L2.f4     L2.f5    L2.f6    L3.f1    L3.f2    L3.f3    L3.f4    L3.f5    L3.f6
+## f1  0.23135  0.117184  0.21941  0.18478  0.02259 -0.03719 -0.07236 -0.03026 -0.12606
+## f2 -0.09768 -0.043057  0.08489  0.21107  0.16261  0.03057  0.04835  0.12249  0.13357
+## f3  0.09799 -0.060666 -0.18028 -0.02773  0.01798  0.10143 -0.12420  0.04207 -0.07011
+## f4  0.01266  0.050912  0.05144 -0.05601  0.04665  0.05710 -0.11412 -0.05680 -0.01609
+## f5 -0.03965 -0.009952 -0.18471  0.08332 -0.04640 -0.02047  0.02458  0.16397  0.07820
+## f6  0.01163 -0.100859  0.07152  0.00792  0.06071  0.11381  0.02520 -0.17897  0.30328
 ## 
 ## Factor Covariance Matrix [cov(F)]
 ##           f1        f2        f3        f4        f5        f6
@@ -158,11 +149,11 @@ as.data.frame(mod) |> head()
 ```
 
 ```r
-# Forecasting 20 periods ahead
-fc <- predict(mod, h = 20)
+# Forecasting 12 periods ahead
+fc <- predict(mod, h = 12)
 
 # 'dfm_forecast' methods
-plot(fc)
+plot(fc, xlim = c(320, 370))
 ```
 
 <div class="figure">