VARest: Estimation of VAR(p) model
In weakARMA: Tools for the Analysis of Weak ARMA Models
VARest R Documentation
Estimation of VAR(p) model
Description
Estimates the coefficients of a VAR(p) model. Used in matXi.
Usage
VARest(x, p)
Arguments
x
Matrix of dimension (n,p+q).
p
Integer for the lag order.
Value
A list containing:
acCoefficients data matrix.
pInteger of the lag order.
kDimension of the VAR.
resMatrix of residuals.
weakARMA documentation built on April 5, 2022, 1:16 a.m.
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| VARest | R Documentation |
Estimation of VAR(p) model
Description
Estimates the coefficients of a VAR(p) model. Used in matXi.
Usage
VARest(x, p)
Arguments
x |
Matrix of dimension (n,p+q). |
p |
Integer for the lag order. |
Value
A list containing:
acCoefficients data matrix.
pInteger of the lag order.
kDimension of the VAR.
resMatrix of residuals.
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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