Description Usage Arguments Value
Trandsform the vector version of Phi to the list version
1 | vec_Phi_2_List_Phi(vecPhi, dim, rank, lags, nreg)
|
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 |
the list of Phi by regime
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