VAR_mod: Modified version of 'VAR' function allowing to describe...
In RMAWGEN: Multi-Site Auto-Regressive Weather GENerator
VAR_mod R Documentation
Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)
Description
Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)
Usage
VAR_mod(
y,
p = 1,
type = c("const", "trend", "both", "none"),
season = NULL,
exogen = NULL,
lag.max = NULL,
ic = c("AIC", "HQ", "SC", "FPE")
)
Arguments
y, p, type, season, exogen, lag.max, ic
see VAR function
Value
a Vector Auto-Regeressive model (VAR) as varest object
RMAWGEN documentation built on April 12, 2025, 5:07 p.m.
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| VAR_mod | R Documentation |
Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)
Description
Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)
Usage
VAR_mod(
y,
p = 1,
type = c("const", "trend", "both", "none"),
season = NULL,
exogen = NULL,
lag.max = NULL,
ic = c("AIC", "HQ", "SC", "FPE")
)
Arguments
y, p, type, season, exogen, lag.max, ic |
see |
Value
a Vector Auto-Regeressive model (VAR) as varest object
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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