estimate_var_ols: Simple VAR OLS Estimation
In rbfmvar: Residual-Based Fully Modified Vector Autoregression
View source: R/lag_selection.R
estimate_var_ols R Documentation
Simple VAR OLS Estimation
Description
Estimates a standard VAR model via OLS for lag selection.
Usage
estimate_var_ols(data, p)
Arguments
data
Data matrix.
p
Lag order.
Value
List with residual covariance matrix.
rbfmvar documentation built on April 9, 2026, 9:08 a.m.
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.
View source: R/lag_selection.R
| estimate_var_ols | R Documentation |
Simple VAR OLS Estimation
Description
Estimates a standard VAR model via OLS for lag selection.
Usage
estimate_var_ols(data, p)
Arguments
data |
Data matrix. |
p |
Lag order. |
Value
List with residual covariance matrix.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.