vec_Phi_2_List_Phi: Trandsform the vector version of Phi to the list version

Description Usage Arguments Value

Description

Trandsform the vector version of Phi to the list version

Usage

1
vec_Phi_2_List_Phi(vecPhi, dim, rank, lags, nreg)

Arguments

vecPhi

vector, the vectorized version of Phi

dim

integer, the dimension of the system

rank

integer, the cointegration rank

lags

integer, the number of lags in the model

nreg

integer, the number of regimes

Value

the list of Phi by regime


EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.