tvPhi: Time-Varying Coefficient Arrays of the MA Represention
In tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
tvPhi R Documentation
Time-Varying Coefficient Arrays of the MA Represention
Description
Returns the estimated time-varying coefficient arrays of the moving average representation
of a stable tvvar object obtained with function tvVAR.
Usage
tvPhi(x, nstep = 10, ...)
Arguments
x
An object of class tvvar.
nstep
An integer specifying the number of moving error coefficient matrices to be calculated.
...
Other parameters passed to specific methods.
tvReg documentation built on Sept. 1, 2023, 5:07 p.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.
| tvPhi | R Documentation |
Time-Varying Coefficient Arrays of the MA Represention
Description
Returns the estimated time-varying coefficient arrays of the moving average representation
of a stable tvvar object obtained with function tvVAR.
Usage
tvPhi(x, nstep = 10, ...)
Arguments
x |
An object of class |
nstep |
An integer specifying the number of moving error coefficient matrices to be calculated. |
... |
Other parameters passed to specific methods. |
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.