inst/book-ex/Rcode-4-4.R

library(vars)
vecm.level <- vec2var(vecm, r = 2)
arch.test(vecm.level)
normality.test(vecm.level)
serial.test(vecm.level)
predict(vecm.level)
irf(vecm.level, boot = FALSE)
fevd(vecm.level)
class(vecm.level)
methods(class = "vec2var")

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urca documentation built on May 2, 2019, 2:08 a.m.