inst/book-ex/Rcode-4-4.R
In cheaton/vars2: VAR Modelling
library(vars)
vecm.level <- vec2var(vecm, r = 2)
arch.test(vecm.level)
normality.test(vecm.level)
serial.test(vecm.level)
predict(vecm.level)
irf(vecm.level, boot = FALSE)
fevd(vecm.level)
class(vecm.level)
methods(class = "vec2var")
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.
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library(vars)
vecm.level <- vec2var(vecm, r = 2)
arch.test(vecm.level)
normality.test(vecm.level)
serial.test(vecm.level)
predict(vecm.level)
irf(vecm.level, boot = FALSE)
fevd(vecm.level)
class(vecm.level)
methods(class = "vec2var")
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.
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