Description Usage Arguments Value See Also
This function uses VAR(1) model.
1 |
x |
See |
type |
|
width |
Length of the rolling window in computing 1-step ahead prediction errors when |
lambda |
See |
gamma |
See |
alpha |
See |
tol |
See |
Time |
See |
lambda |
Selected lambda. |
gamma |
Selected gamma. |
map |
MSE/AIC/BIC grid calculated to choose the lambda and gamma from. |
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