--- title: "Introduction to ECTSVR" author: "Pankaj Das" date: "`r Sys.Date()`" output: html_document vignette: > %\VignetteIndexEntry{Introduction to ECTSVR} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ``` ## Introduction \*\*\*\*
*The cointegration based support vector regression model is a combination of error correction model and support vector regression (). This hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the support vector regression model.* \*\*\*\*
```{r setup} # Examples: How The cointegration based support vector regression model can be applied library(ECTSVR) ## Generate sample data set.seed(123) n <- 100 oil <- cumsum(rnorm(n, 0, 1)) + 50 fruit <- 2 * oil + rnorm(n, 0, 1) + 100 # Run analysis (quiet, no plots) results <- run_ectsvr_analysis(fruit, oil, verbose = FALSE, plot_results = FALSE) # View best model print(results$best_model) ```