ec.companion: computes companion matrix of the VAR
In cif: Cointegrated ICU Forecasting
ec.companion R Documentation
computes companion matrix of the VAR
Description
builds the companion matrix of the VAR
Usage
ec.companion(est, p = 2, nlag = 4)
Arguments
est
is the output of ec.EG1.R
p
(positive integer) is the dimension of the VAR
nlag
(positive integer) is the number of lags in the VAR
Value
mA companion matrix
Author(s)
P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio
References
Berta et al. 2020
cif documentation built on March 18, 2022, 6:14 p.m.
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| ec.companion | R Documentation |
computes companion matrix of the VAR
Description
builds the companion matrix of the VAR
Usage
ec.companion(est, p = 2, nlag = 4)
Arguments
est |
is the output of ec.EG1.R |
p |
(positive integer) is the dimension of the VAR |
nlag |
(positive integer) is the number of lags in the VAR |
Value
mA companion matrix
Author(s)
P. Berta, P. Paruolo, S. Verzillo, PG. Lovaglio
References
Berta et al. 2020
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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