VAR_mod: Modified version of 'VAR' function allowing to describe...
In RMAWGEN: Multi-Site Auto-Regressive Weather GENerator

Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)

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VAR_mod(y, p = 1, type = c("const", "trend", "both", "none"),
  season = NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ",
  "SC", "FPE"))

y, p, type, season, exogen, lag.max, ic

see VAR function

a Vector Auto-Regeressive model (VAR) as varest object

RMAWGEN documentation built on Dec. 12, 2019, 9:07 a.m.

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