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Closed
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Created Jul 02, 2021 by pbac@pbacOwner

Setting output variable, such that a different series are used for each horizon

When fitting an error model it would be very useful to pass the Residuals matrix as model output and when then fitting a model, then the residuals for each individual horizon is used when the model is fitted.

An "observation matrix" has columns "hxx", so when the model for horizon xx the hxx column should be used when fitting the model.

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Time tracking