companion_var: Companion VAR
In sparsevar: Sparse VAR (Vector Autoregression) / VECM (Vector Error Correction Model) Estimation
companion_var R Documentation
Companion VAR
Description
Build the VAR(1) representation of a VAR(p) process
Usage
companion_var(v)
Arguments
v
the VAR object as from fitVAR or simulateVAR
Value
A sparse matrix (of class dgCMatrix) representing the
companion form of the VAR(p) process.
sparsevar documentation built on Feb. 5, 2026, 1:07 a.m.
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| companion_var | R Documentation |
Companion VAR
Description
Build the VAR(1) representation of a VAR(p) process
Usage
companion_var(v)
Arguments
v |
the VAR object as from |
Value
A sparse matrix (of class dgCMatrix) representing the
companion form of the VAR(p) process.
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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