eigen_resids: Calculates eigenvalues and eigenvectors of averaged...
In FunWithR/LongMemoryTS: Long Memory Time Series
Description
Calculates eigenvalues and eigenvectors of averaged periodogram.
Generates cointegrating residuals with help of eigenvectors.
Calculates eigenvalues and eigenvectors of averaged periodogram.
Generates cointegrating residuals with help of eigenvectors.
Usage
1
2
3
eigen_resids(X, diff_param = 1, m_peri)
eigen_resids(X, diff_param = 1, m_peri)
FunWithR/LongMemoryTS documentation built on May 12, 2019, 10:29 p.m.
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Description
Calculates eigenvalues and eigenvectors of averaged periodogram. Generates cointegrating residuals with help of eigenvectors.
Calculates eigenvalues and eigenvectors of averaged periodogram. Generates cointegrating residuals with help of eigenvectors.
Usage
1 2 3 | eigen_resids(X, diff_param = 1, m_peri)
eigen_resids(X, diff_param = 1, m_peri)
|
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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