Summing matrix for hierarchical or grouped time series

Description

This function returns the summing matrix for a hierarchical or grouped time series, as defined in Hyndman et al. (2011).

Usage

smatrix(xts)

Arguments

Value

A numerical matrix.

Author(s)

Earo Wang

References

R. J. Hyndman, R. A. Ahmed, G. Athanasopoulos and H.L. Shang (2011) Optimal combination forecasts for hierarchical time series. Computational Statistics and Data Analysis, 55(9), 2579–2589. http://robjhyndman.com/papers/hierarchical/

See Also

hts, gts, combinef

Examples

smatrix(htseg1)

Results