Description Usage Arguments Value Author(s) Examples
This function allows you to determine the value of the t-log-likelihood for the MARX model.
1 | ll.max(params, y, x, p_C, p_NC)
|
params |
List of parameters. |
y |
Data vector of time series observations. |
x |
Matrix of data (every column represents one time series). Specify NULL or "not" if not wanted. |
p_C |
Number of lags. |
p_NC |
Number of leads. |
neg.loglikelihood |
Minus the loglikelihood. |
Sean Telg
1 2 3 4 5 6 7 |
[,1]
[1,] 280.4054
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