rsci_data: Build the classic cointegration data structures Z0, Z1 and...
In EmilNejst/rscivem:
Description
Usage
Arguments
Value
Description
Build the classic cointegration data structures Z0, Z1 and Z2.
Usage
1
Arguments
rank
integer, the cointegration rank
lags
integer, the number of lags in the model
data
xts, a matrix with the data that should be fitted.
Value
a list with a list of S matrices and a list of Z matrices.
EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.
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Description Usage Arguments Value
Description
Build the classic cointegration data structures Z0, Z1 and Z2.
Usage
1 |
Arguments
rank |
integer, the cointegration rank |
lags |
integer, the number of lags in the model |
data |
xts, a matrix with the data that should be fitted. |
Value
a list with a list of S matrices and a list of Z matrices.
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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