- # NOTE: if predict_at does not cut days at midnight,
- # for the exogenous to be synchronized they need to be shifted
- if (predict_at > 0)
- {
- exo_hat = as.data.frame(exo_df[max(1,i-1),(1+nb_exos+1):(1+2*nb_exos)])
- exo_Dm1 = if (i>=3) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA
- } else
- {
- exo_hat = as.data.frame(exo_df[i,(1+nb_exos+1):(1+2*nb_exos)])
- exo_Dm1 = if (i>=2) as.data.frame(exo_df[i-1,2:(1+nb_exos)]) else NA
- }
- i = i + 1
- #center data
+ # NOTE: if predict_at does not cut days at midnight, exogenous vars need to be shifted
+ exo_hat = as.data.frame( exo_df[
+ ifelse(predict_at>0,max(1,i-1),i) , (1+nb_exos+1):(1+2*nb_exos) ] )
+ exo = as.data.frame( exo_df[ ifelse(predict_at>0,max(1,i-1),i) , 2:(1+nb_exos) ] )