reg_forecast_setup function

Set up exogenous regressors for explanation in a forecast model.

reg_forecast_setup(x, horizon, group)

Arguments

• x: A matrix with the exogenous variables.
• horizon: Numeric. The forecast horizon to explain. Passed to the predict_model function.
• group: The list of endogenous groups, to append exogenous groups to.

Returns

A list containing

• fcast A matrix containing the exogenous observations needed for each observation.
• group The list group with the exogenous groups appended.