View source: R/gen_boot_ardl.R
gen_boot_ardl | R Documentation |
Call to cpp function to generate data following a conditional ARDL/VECM model
gen_boot_ardl(r_in, GAMMAX, A, start_z, omegat, interc, trend)
r_in |
matrix of residuals |
GAMMAX |
short term parameters |
A |
long term parameters |
start_z |
initial observations |
omegat |
parameter vector implied in conditioning |
interc |
intercept vector |
trend |
trend vector |
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