Description Usage Arguments See Also Examples
A variant of vars::stability(). Warning: this function has not been tested for small sample sizes yet.
1 2 3 |
x |
An object of class "varshrinkest" |
type, h, dynamic, rescale, ... |
Other arguments to strucchange::efp() |
1 2 3 4 | data(Canada, package = "vars")
y <- diff(Canada)
estim <- VARshrink(y, p = 2, type = "const", method = "ridge")
stability_sh(estim)
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