specify_bsvar | R Documentation |
The class BSVAR presents complete specification for the homoskedastic bsvar model.
p
a non-negative integer specifying the autoregressive lag order of the model.
identification
an object IdentificationBSVAR with the identifying restrictions.
prior
an object PriorBSVAR with the prior specification.
data_matrices
an object DataMatricesBSVAR with the data matrices.
starting_values
an object StartingValuesBSVAR with the starting values.
new()
Create a new specification of the homoskedastic bsvar model BSVAR.
specify_bsvar$new( data, p = 1L, B, exogenous = NULL, stationary = rep(FALSE, ncol(data)) )
data
a (T+p)xN
matrix with time series data.
p
a positive integer providing model's autoregressive lag order.
B
a logical NxN
matrix containing value TRUE
for the elements of
the structural matrix B
to be estimated and value FALSE
for exclusion restrictions
to be set to zero.
exogenous
a (T+p)xd
matrix of exogenous variables.
stationary
an N
logical vector - its element set to FALSE
sets
the prior mean for the autoregressive parameters of the N
th equation to the white noise process,
otherwise to random walk.
A new complete specification for the homoskedastic bsvar model BSVAR.
get_data_matrices()
Returns the data matrices as the DataMatricesBSVAR object.
specify_bsvar$get_data_matrices()
data(us_fiscal_lsuw) spec = specify_bsvar$new( data = us_fiscal_lsuw, p = 4 ) spec$get_data_matrices()
get_identification()
Returns the identifying restrictions as the IdentificationBSVARs object.
specify_bsvar$get_identification()
data(us_fiscal_lsuw) spec = specify_bsvar$new( data = us_fiscal_lsuw, p = 4 ) spec$get_identification()
get_prior()
Returns the prior specification as the PriorBSVAR object.
specify_bsvar$get_prior()
data(us_fiscal_lsuw) spec = specify_bsvar$new( data = us_fiscal_lsuw, p = 4 ) spec$get_prior()
get_starting_values()
Returns the starting values as the StartingValuesBSVAR object.
specify_bsvar$get_starting_values()
data(us_fiscal_lsuw) spec = specify_bsvar$new( data = us_fiscal_lsuw, p = 4 ) spec$get_starting_values()
clone()
The objects of this class are cloneable with this method.
specify_bsvar$clone(deep = FALSE)
deep
Whether to make a deep clone.
estimate
, specify_posterior_bsvar
data(us_fiscal_lsuw)
spec = specify_bsvar$new(
data = us_fiscal_lsuw,
p = 4
)
## ------------------------------------------------
## Method `specify_bsvar$get_data_matrices`
## ------------------------------------------------
data(us_fiscal_lsuw)
spec = specify_bsvar$new(
data = us_fiscal_lsuw,
p = 4
)
spec$get_data_matrices()
## ------------------------------------------------
## Method `specify_bsvar$get_identification`
## ------------------------------------------------
data(us_fiscal_lsuw)
spec = specify_bsvar$new(
data = us_fiscal_lsuw,
p = 4
)
spec$get_identification()
## ------------------------------------------------
## Method `specify_bsvar$get_prior`
## ------------------------------------------------
data(us_fiscal_lsuw)
spec = specify_bsvar$new(
data = us_fiscal_lsuw,
p = 4
)
spec$get_prior()
## ------------------------------------------------
## Method `specify_bsvar$get_starting_values`
## ------------------------------------------------
data(us_fiscal_lsuw)
spec = specify_bsvar$new(
data = us_fiscal_lsuw,
p = 4
)
spec$get_starting_values()
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.