calculate_regime_residuals: Cacluate regime specific residuals
In EmilNejst/rscivem:
Description
Usage
Arguments
Value
Description
Cacluate regime specific residuals
Usage
1
calculate_regime_residuals(Phi, beta, Z)
Arguments
Phi
list, a list of least squares paramters for each regime
beta
matrix, a matrix with the cointegration relations
Z
list, a list of data matrices constructed with the build function.
Value
a list of matrices with regime residuals
EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.
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Description Usage Arguments Value
Description
Cacluate regime specific residuals
Usage
1 | calculate_regime_residuals(Phi, beta, Z)
|
Arguments
Phi |
list, a list of least squares paramters for each regime |
beta |
matrix, a matrix with the cointegration relations |
Z |
list, a list of data matrices constructed with the build function. |
Value
a list of matrices with regime 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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