ivx_wald: IVX-Wald: Kostakis, A, T Magdalinos, and MP Stamatogiannis...
In GaboCg/fintorwork: What the Package Does (One Line, Title Case)
Description
IVX-Wald: Kostakis, A, T Magdalinos, and MP Stamatogiannis (2015)
Usage
1
Arguments
y
T-vector of return observations
X
T-by-r data matrix of predictor observations
K
Forecast horizon
M_n
Bandwith parameter
beta
Scalar in (0,1); specify 'close' to one for best performance
GaboCg/fintorwork documentation built on Jan. 2, 2020, 8:39 p.m.
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Description
IVX-Wald: Kostakis, A, T Magdalinos, and MP Stamatogiannis (2015)
Usage
1 |
Arguments
y |
T-vector of return observations |
X |
T-by-r data matrix of predictor observations |
K |
Forecast horizon |
M_n |
Bandwith parameter |
beta |
Scalar in (0,1); specify 'close' to one for best performance |
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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