bvar_build_Y: Build Y matrix from supplied data
In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions
Description
Usage
Arguments
Details
Value
Examples
Description
Build Y matrix from supplied data
Usage
1
bvar_build_Y(Y_in, p = 1)
Arguments
Y_in
multivariate time series [T_in x m]
p
number of lags
Details
Build Y matrix from supplied data
Value
Y [T x m] matrix of left hand side endogeneous variables, T = T_in - p
Examples
1
2
data(Yraw)
Y <- bvar_build_Y(Yraw, p = 4)
bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.
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.
Description Usage Arguments Details Value Examples
Description
Build Y matrix from supplied data
Usage
1 | bvar_build_Y(Y_in, p = 1)
|
Arguments
Y_in |
multivariate time series [T_in x m] |
p |
number of lags |
Details
Build Y matrix from supplied data
Value
Y [T x m] matrix of left hand side endogeneous variables, T = T_in - p
Examples
1 2 | data(Yraw)
Y <- bvar_build_Y(Yraw, p = 4)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.