VAR.inv.roots.from.det.cross: An example 'data.frame' defining a VAR (Vector...

In VAR.spec: Allows Specifying a Bivariate VAR (Vector Autoregression) with Desired Spectral Characteristics

An example data.frame defining a VAR (Vector autoregression) model.

Description

An example data.frame to be used for argument inv.roots.def of function Init.var, when subsequently argument method of function calculate.VAR is set to "from.det.cross".

Usage

VAR.inv.roots.from.det.cross

Format

A data.frame containing 3 roots (rows) and their multiplicities for the polynomials det(z), cross(z), chi.1(z) and chi.2(z), as well as their constants in the first row.

See Also

Init.var, calculate.VAR

Examples

my.var <- Init.var(grid=501, order.max.init=10, inv.roots.def=VAR.inv.roots.from.det.cross)
my.var <- calculate.VAR(a.var=my.var,calc.method="from.det.cross",
                        suppr.spec.check.warn=TRUE)
print(my.var$validity.msg)

VAR.spec documentation built on June 22, 2024, 10:37 a.m.