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add a new exception for dfm
1 parent aaeb561 commit a0add59

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R/dfms_functions.R

Lines changed: 3 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -147,14 +147,16 @@ estimate_dfm <- function(data, country, max_factor, max_lags) {
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converged <- dfm$converged
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}
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# We reduce the number of factor, so that we can resimulate when it has failed
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if (r > 1) {
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if (r >= 1) {
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r <- r - 1
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lag <- as.double(names(sort(table(vars::VARselect(ic$F_pca[, 1:r])$selection), decreasing = TRUE)[1]))
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if (lag > max_lags) lag <- max_lags
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} else {
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lag <- lag - 1
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}
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}
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if (!converged & r == 0) cat(paste0("*** WARNING *** Forecast failed for ", country, ", last observation will be used as forecast\n"))
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return(dfm)
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}

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