rbfmvar_estimate: Core RBFM-VAR Estimation
In rbfmvar: Residual-Based Fully Modified Vector Autoregression
rbfmvar_estimate R Documentation
Core RBFM-VAR Estimation
Description
Core RBFM-VAR Estimation
Usage
rbfmvar_estimate(Y, p, kernel, bandwidth)
Arguments
Y
Data matrix (T x n).
p
Lag order.
kernel
Kernel type.
bandwidth
Bandwidth (-1 for automatic).
Value
List of estimation results.
rbfmvar documentation built on April 9, 2026, 9:08 a.m.
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| rbfmvar_estimate | R Documentation |
Core RBFM-VAR Estimation
Description
Core RBFM-VAR Estimation
Usage
rbfmvar_estimate(Y, p, kernel, bandwidth)
Arguments
Y |
Data matrix (T x n). |
p |
Lag order. |
kernel |
Kernel type. |
bandwidth |
Bandwidth (-1 for automatic). |
Value
List of estimation results.
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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