check_data: Check the data is in the correct form

In sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector Autoregressive Models

Check the data is in the correct form

Description

check_data checks the data.

Usage

check_data(data, p)

Arguments

data	a matrix or class 'ts' object with d>1 columns. Each column is taken to represent a univariate time series. Missing values are not supported.
p	a positive integer specifying the autoregressive order

Value

Checks the data and tries to correct it. Throws an error if something is wrong and returns the corrected data otherwise.

sstvars documentation built on April 11, 2025, 5:47 p.m.