bvar_get_Y_in: Recover original Y_in from Y, X and number of lags p
In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions

Recover original Y_in from Y, X and number of lags p

1	bvar_get_Y_in(Y, X, p)

`Y`	[T x m] matrix of left hand side endogeneous variables
`X`	[T x k] matrix of right hand side regressors: endogeneous and exogeneous variables
`p`	number of lags

Recover original Y_in from Y, X and number of lags p

original supplied Y_in

data(Yraw)
Y <- bvar_build_Y(Yraw, p = 4)
X <- bvar_build_X(Yraw, constant = TRUE, p = 4)
Y_in <- bvar_get_Y_in(Y, X, p = 4)

bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.

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