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

smatrix(xts)

Arguments

xts

Hierarchical or grouped time series of class gts.

Value

A numerical matrix.

References

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

See also

Examples

smatrix(htseg1)
#> [,1] [,2] [,3] [,4] [,5] #> [1,] 1 1 1 1 1 #> [2,] 1 1 1 0 0 #> [3,] 0 0 0 1 1 #> [4,] 1 0 0 0 0 #> [5,] 0 1 0 0 0 #> [6,] 0 0 1 0 0 #> [7,] 0 0 0 1 0 #> [8,] 0 0 0 0 1