Kronspec: Kronecler Index Specification

Description Usage Arguments Value Author(s) References Examples

Description

For a given set of Kronecker indices, the program specifies a VARMA model. It gives details of parameter specification.

Usage

1
Kronspec(kdx, output = TRUE)

Arguments

kdx

A vector of Kronecker indices

output

A logical switch to control output. Deafult is with output.

Value

PhiID

Specification of the AR matrix polynomial. 0 denotes zero parameter, 1 denotes fixing parameter to 1, and 2 denotes the parameter requires estimation

ThetaID

Specification of the MA matrix polynomial

Author(s)

Ruey S. Tsay

References

Tsay (2014, Chapter 4)

Examples

1
2
3
kdx=c(2,1,1)
m1=Kronspec(kdx)
names(m1)

MTS documentation built on May 29, 2017, 5:15 p.m.

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