recoinfo function

Informations on the reconciliation process

This function extracts reconciliation information from the output of any reconciled function implemented by FoReco.

recoinfo(x, verbose = TRUE)

Arguments

• x: An output from any reconciliation function implemented by FoReco.
• verbose: If TRUE (defaults), reconciliation information are printed.

Returns

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()