ec.datalag: prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation
In cif: Cointegrated ICU Forecasting
ec.datalag R Documentation
prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation
Description
Prepares data for estimation
Usage
ec.datalag(y, nlag = 4)
Arguments
y
is the data matrix of variables in the VAR
nlag
is the number of lags in the VAR (min = 2)
Value
ymat contains the folloiwing columns Dy y_1 Dy_1 ... Dy_nlag-1
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.datalag | R Documentation |
prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation
Description
Prepares data for estimation
Usage
ec.datalag(y, nlag = 4)
Arguments
y |
is the data matrix of variables in the VAR |
nlag |
is the number of lags in the VAR (min = 2) |
Value
ymat contains the folloiwing columns Dy y_1 Dy_1 ... Dy_nlag-1
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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