[R] Conversion of multivariate time series to functional time series

Faheem Jan |@heemj@n93 @end|ng |rom y@hoo@com
Thu Sep 19 19:09:32 CEST 2019

Hi, i am try to generalize the Functional autoregressive model of order one FAR(1) to FAR(p) through  functional principle component by  choosing a particular amount of variation, then using the functional scores of functional principle component  for the prediction of vector autoregressive model i.e VAR(p) time series through VAR package, now i want to transform these prediction into functional form, this can be done through karhunen loeve transformation but how i could do this R. Can any body help me in this regard

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