rsci_build_linres_Phi: Construct linear restriction matrices for a set of common...
In EmilNejst/rscivem:
Description
Usage
Arguments
Value
Description
Construct linear restriction matrices for a set of common
specifications for alpha,
Usage
1
2
rsci_build_linres_Phi(dim, rank, lags, nreg, regimes = NULL,
restriction = "none")
Arguments
dim
integer, dimension of the system
rank
integer, the number of cointegration relations
lags
integer, the number of lags in the model
nreg
integer, the number of regimes
regimes
tibble, a table with the regime names and groups. Only needed
if fixed_group is used.
name
string, name of the specification.
Options are
Value
a list with the restriction matrices Ha and ha
EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.
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Description Usage Arguments Value
Description
Construct linear restriction matrices for a set of common specifications for alpha,
Usage
1 2 | rsci_build_linres_Phi(dim, rank, lags, nreg, regimes = NULL,
restriction = "none")
|
Arguments
dim |
integer, dimension of the system |
rank |
integer, the number of cointegration relations |
lags |
integer, the number of lags in the model |
nreg |
integer, the number of regimes |
regimes |
tibble, a table with the regime names and groups. Only needed if fixed_group is used. |
name |
string, name of the specification. Options are |
Value
a list with the restriction matrices Ha and ha
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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