estim.varma.model.string: Get the Specification of an 'ldt.estim.varma' Model

View source: R/varma.R

estim.varma.model.stringR Documentation

Get the Specification of an ldt.estim.varma Model

Description

Use this function to get the name of a VARMA model, such that: If It is multivariate, it will be VAR, otherwise AR; If moving average terms are present, it will be ARMA or VARMA; If it is seasonal, it will be S-ARMA or S-VARMA; If it is integrated, it will be S-ARMA (D=?,d=?); ..., and any possible combination. Parameters will be reported in parenthesis after the name of the model.

Usage

estim.varma.model.string(obj)

Arguments

obj

AN object of class ldt.estim.varma.

Value

A character string representing the specification of the model.


ldt documentation built on Sept. 11, 2024, 5:25 p.m.