getWhiteCOEFexo: Extract all-country coefficient estimates with White robust...
In GVARX: Perform Global Vector Autoregression Estimation and Inference
View source: R/03GVARest.R
View source: R/07GVECMest.R
getWhiteCOEFexo R Documentation
Extract all-country coefficient estimates with White robust covariance.
Description
Extract all-country coefficient estimates with Newy-West robust covariance, and save them in a .csv file.
Usage
getWhiteCOEFexo(out)
Arguments
out
A list object of estimation results generated by GVARest.
Value
coef
Country-specific coefficient estimates.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,lag.max,type,ic,weight.matrix)
COEF=getWhiteCOEFexo(out=mainOUTPUT)
GVARX documentation built on Feb. 16, 2023, 10:56 p.m.
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View source: R/03GVARest.R View source: R/07GVECMest.R
| getWhiteCOEFexo | R Documentation |
Extract all-country coefficient estimates with White robust covariance.
Description
Extract all-country coefficient estimates with Newy-West robust covariance, and save them in a .csv file.
Usage
getWhiteCOEFexo(out)
Arguments
out |
A list object of estimation results generated by GVARest. |
Value
coef |
Country-specific coefficient estimates. |
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University.
Examples
data("PriceVol")
data("tradeweight1")
data("tradeweightx")
p=2
FLag=2
lag.max=15
type="const"
ic="SC"
weight.matrix=tradeweightx
mainOUTPUT = GVARest(data=PriceVol,p,lag.max,type,ic,weight.matrix)
COEF=getWhiteCOEFexo(out=mainOUTPUT)
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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