Closed merangelik closed 3 years ago
Is that the 5 year maximum span for prediction from X13?
No, its just the difference between direct and indirect forecasts:
ht0$forecasts_indirect[, "y_f"] - ht0$forecasts_direct[, "y_f"]
Jan Feb Mar Apr May Jun
1961 7.386688 14.401764 8.818477 2.451709 12.171386 9.681827
Jul Aug Sep Oct Nov Dec
1961 1.117395 14.052483 2.962225 7.616338 8.565156 0.344759
Don't know
I have no Idea! Where does this come from? is it from the original RJDemetra code?
...oh, of course it cannot come from RJDemetra.
Ok thank you, I'll get rid of it then for now
https://github.com/statistikat/persephone/blob/1f88d2a79182fdda9276770383c551e6206c5bdf/tests/testthat/test-hierarchical.R#L193
Is there a reason why the difference has to be <5?
Currently we would get:
max(ht0$forecasts_indirect[, "y_f"] - ht0$forecasts_direct[, "y_f"])
[1] 14.40176