eigen_resids: Calculates eigenvalues and eigenvectors of averaged...
In LongMemoryTS: Long Memory Time Series
View source: R/CH03_LM.R
View source: R/CH06_LM.R
Description
Calculates eigenvalues and eigenvectors of averaged periodogram.
Generates cointegrating residuals with help of eigenvectors.
Calculates eigenvalues and eigenvectors of averaged periodogram.
Generates cointegrating residuals with help of eigenvectors.
Usage
1
2
3
eigen_resids(X, diff_param = 1, m_peri)
eigen_resids(X, diff_param = 1, m_peri)
LongMemoryTS documentation built on May 2, 2019, 5:58 a.m.
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View source: R/CH03_LM.R View source: R/CH06_LM.R
Description
Calculates eigenvalues and eigenvectors of averaged periodogram. Generates cointegrating residuals with help of eigenvectors.
Calculates eigenvalues and eigenvectors of averaged periodogram. Generates cointegrating residuals with help of eigenvectors.
Usage
1 2 3 | eigen_resids(X, diff_param = 1, m_peri)
eigen_resids(X, diff_param = 1, m_peri)
|
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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