LADVAR: Least absolute deviation vector autoregression
In ConnectednessApproach: Connectedness Approach
LADVAR R Documentation
Least absolute deviation vector autoregression
Description
Estimation of a LAD VAR using equation-by-equation LAD regressions.
Usage
LADVAR(x, configuration = list(nlag = 1))
Arguments
x
zoo data matrix
configuration
model configuration
nlag
Lag length
Value
Estimate LAD VAR model
Author(s)
David Gabauer
Examples
data("dy2012")
fit = LADVAR(dy2012, configuration=list(nlag=1))
ConnectednessApproach documentation built on June 22, 2024, 10:22 a.m.
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| LADVAR | R Documentation |
Least absolute deviation vector autoregression
Description
Estimation of a LAD VAR using equation-by-equation LAD regressions.
Usage
LADVAR(x, configuration = list(nlag = 1))
Arguments
x |
zoo data matrix |
configuration |
model configuration |
nlag |
Lag length |
Value
Estimate LAD VAR model
Author(s)
David Gabauer
Examples
data("dy2012")
fit = LADVAR(dy2012, configuration=list(nlag=1))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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