--- title: "ECTSVR" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{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) #taking data finland from the r library data(finland) #takaing the two cointegrated variables (4th and 3rd) from the data set data_example <- finland[,4:3] #application of ECTSVR model with radial basis kernel function of Epsilon support vector regression model ECTSVR(data_example,"trace",0.8,2, "radial","eps-regression",verbose = FALSE) ```