emxVARModel: Create a vector autoregressive (VAR) model

View source: R/emxTimeSeries.R

emxVARModelR Documentation

Create a vector autoregressive (VAR) model

Description

This function creates a vector autoregressive (VAR) model as an MxModel object.

Usage

emxVARModel(model, data, name, run=FALSE, use, ID)
emxModelVAR(model, data, name, run=FALSE, use, ID)

Arguments

model

Currently ignored, but later will specify particular kinds of VAR models

data

data used for the model

name

character. Optional name of the model created.

run

logical. Whether to run the model before returning.

use

character vector. The names of the variables to use. Currently ignored.

ID

character. Name of variable that identifies each unique person.

Details

The purpose of this function is to quickly specify a vector autoregressive model. It is currently in the early stages of development and might change considerable with regard to the model argument and the ID argument.

Value

An MxModel.

See Also

emxStateSpaceMixtureModel , emxFactorModel

Examples

   
# Example
require(EasyMx)
data(myFADataRaw)
ds0 <- myFADataRaw[,1:3]

# Make a VAR Model
vm <- emxVARModel(data=ds0, use=names(ds0), name='varmodel')

EasyMx documentation built on Feb. 16, 2023, 7:27 p.m.