get_Z1: Get Z1
In EmilNejst/Rcivecm: Cointegration Analysis With R
Usage
1
get_Z1(endogenous, exogenous, restricted, lags)
Arguments
endogenous
an xts object with the endogenous variables
exogenous
an xts object with the exogenous variables
restricted
an xts object with the exogenous variables
that are restricted to lie in the cointegration space
lags
the number of lags in levels in the model
Value
Z1 - an xts object
EmilNejst/Rcivecm documentation built on May 6, 2019, 3:47 p.m.
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Usage
1 | get_Z1(endogenous, exogenous, restricted, lags)
|
Arguments
endogenous |
an xts object with the endogenous variables |
exogenous |
an xts object with the exogenous variables |
restricted |
an xts object with the exogenous variables that are restricted to lie in the cointegration space |
lags |
the number of lags in levels in the model |
Value
Z1 - an xts object
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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