This function extracts reconciliation information from the output of any reconciled function implemented by FoReco.
Arguments
- x
An output from any reconciliation function implemented by FoReco.
- verbose
If
TRUE(defaults), reconciliation information are printed.
Value
A list containing the following reconciliation process informations:
- rfun
the reconciliation function.
- cs_n
the cross-sectional number of variables.
- te_set
the set of temporal aggregation orders.
- forecast_horizon
the forecast horizon (in temporal and cross-temporal frameworks, for the most temporally aggregated series).
- framework
the reconciliation framework (cross-sectional, temporal or cross-temporal).
- info
non-negative reconciled forecast convergence information.
- lcc
list of level conditional reconciled forecasts (+ BU) for cslcc, telcc and ctlcc.
- nn
if
TRUE, all the forecasts are not negative.- comb
the covariance approximation.
See also
Utilities:
FoReco2matrix(),
aggts(),
balance_hierarchy(),
commat(),
csprojmat(),
cstools(),
ctprojmat(),
cttools(),
df2aggmat(),
lcmat(),
res2matrix(),
shrink_estim(),
teprojmat(),
tetools(),
unbalance_hierarchy()