Man pages for EmilNejst/Rcivecm
Cointegration Analysis With R
| add_transitory_shock | add transitory shock to the data |
| add_trend | add trend of order trend_order |
| create_data_structures | Create a data_structures object for the cointegrated VECM |
| get_endogenous | Get endogenous variables from data set |
| get_exogenous | Extract exogenous variables from an xts data object |
| get_restricted | Get exogenous variables restricted to the cointegration... |
| get_Z0 | Get Z0 |
| get_Z1 | Get Z1 |
| get_Z2 | Get Z2 |
| interest_rates | A dataset with daily observations of US interest rates from... |
