This class contains the matrices for the multivariate representation of an object of
class `fit.piartsm-class`

.

`Phi0`

:Object of class

`"matrix"`

: Matrix for the multivariate representasio. See details in`PAR.MVrepr-methods`

.`Phi1`

:Object of class

`"matrix"`

: Matrix for the multivariate representasio. See details in`PAR.MVrepr-methods`

.`Gamma.eigenvalues`

:Object of class

`"numeric"`

: Eigen valus of the matrix*Phi0^{-1} \%*\% Phi1*.`tvias`

:Object of class

`"matrix"`

: Time-varying impact of accumulation of shocks calculated as*Phi0^{-1} \%*\% Phi1 \%*\% Phi0^{-1}*.`Omega0`

:Object of class

`"ANY"`

: Matrix for internal use.`Omega1`

:Object of class

`"ANY"`

: Matrix for internal use.`Pi0`

:Object of class

`"ANY"`

: Matrix for internal use.`Pi1`

:Object of class

`"ANY"`

: Matrix for internal use.

- show
`signature(object = "MVPIAR")`

: Shows the information contained in the slots.

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

`PAR.MVrepr-methods`

, and `fit.piartsm-class`

.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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