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config-i1 / legion

Multivariate models for forecasting purposes
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Develop auto.vets() function #3

Closed config-i1 closed 3 years ago

config-i1 commented 3 years ago

This should do selection based on the following steps:

  1. Apply VETS(Z,Z,Z)PIC(N,N,N)
  2. Select VETS(,,*)PIC(Z,Z,Z):
    • Select P,
    • Select I,
    • Select C, based on I (if it is individual, don't try it).