make_VARdataset_break: VAR-dataset that contains a break

In b-brune/tvRRR: Time-varying reduced-rank regression using state-space models

Description

VAR-dataset that contains a break

Usage

make_VARdataset_break(
  t = 100,
  alpha_0 = NULL,
  alpha_1 = NULL,
  beta_0 = NULL,
  beta_1 = NULL,
  Omega = NULL,
  p,
  d,
  model = "A",
  shift = 1,
  forecast = 0,
  lag = 1,
  breakpoint = floor(t/2)
)

b-brune/tvRRR documentation built on Dec. 19, 2021, 6:37 a.m.