companionVAR: Companion VAR
In sparsevar: Sparse VAR/VECM Models Estimation
Description
Build the VAR(1) representation of a VAR(p) process
Usage
1
companionVAR(v)
Arguments
v
the VAR object as from fitVAR or simulateVAR
sparsevar documentation built on April 18, 2021, 9:08 a.m.
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Description
Build the VAR(1) representation of a VAR(p) process
Usage
1 | companionVAR(v)
|
Arguments
v |
the VAR object as from |
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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