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R/VAR.resid.R
In VAR.etp: VAR Modelling: Estimation, Testing, and Prediction
Defines functions
VAR.resid
VAR.resid <-
function(x,b,z,p)
{
n <- nrow(x)
k <- ncol(x)
y <- t(x[(p+1):n,])
e <- t(y - b%*%z)
tem <- colMeans(e)
es <- matrix(NA,nrow=nrow(e),ncol=ncol(e))
for( i in 1:k)
{
es[,i] <- matrix(e[,i] - mean(e[,i]))
}
return(es)
}
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VAR.etp documentation built on Aug. 31, 2023, 9:08 a.m.
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Defines functions VAR.resid
VAR.resid <-
function(x,b,z,p)
{
n <- nrow(x)
k <- ncol(x)
y <- t(x[(p+1):n,])
e <- t(y - b%*%z)
tem <- colMeans(e)
es <- matrix(NA,nrow=nrow(e),ncol=ncol(e))
for( i in 1:k)
{
es[,i] <- matrix(e[,i] - mean(e[,i]))
}
return(es)
}
Try the VAR.etp package in your browser
Any scripts or data that you put into this service are public.
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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