common.irf.estimation: Blockwise VAR estimation under GDFM
In fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
common.irf.estimation R Documentation
Blockwise VAR estimation under GDFM
Description
Blockwise VAR estimation under GDFM
Usage
common.irf.estimation(
xx,
Gamma_c,
q,
factor.var.order = NULL,
max.var.order = NULL,
trunc.lags,
n.perm
)
fnets documentation built on May 29, 2024, 8:42 a.m.
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| common.irf.estimation | R Documentation |
Blockwise VAR estimation under GDFM
Description
Blockwise VAR estimation under GDFM
Usage
common.irf.estimation(
xx,
Gamma_c,
q,
factor.var.order = NULL,
max.var.order = NULL,
trunc.lags,
n.perm
)
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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