tvvarDATA: xxx

In LauraBringmann/tvvarGAM: Estimates time-varying VAR model using GAM

xxx

Description

tvvarDATA xxx.

Usage

tvvarDATA(
  data,
  tvvarOpt = "TVVAR",
  nb = 10,
  pbar = TRUE,
  scale = FALSE,
  consec = NULL
)

Arguments

data	An (nt\times nv) data matrix.
tvvarOpt	xxx (default = "TVVAR").
nb	xxx (default = 10).
pbar	xxx (default = TRUE).
scale	xxx (default = FALSE).
consec	xxx (default = NULL).

Value

The function returns a list with 1 element:

model

xxx.

Details

xxx.

Author(s)

Laura Bringmann, [e-mail]

References

\insertRef

RobertsLaughlin1996tvvarGAM

\insertRef

Robertsetal2000tvvarGAM

Examples

# Example 1 - xxx

# Example 2 - xxx

LauraBringmann/tvvarGAM documentation built on Sept. 2, 2023, 5:08 p.m.