inst/book-ex/Rcode-8-3.R
In cheaton/vars2: VAR Modelling
A1 <- matrix(c(1,0,0,0,0, 0,0,1,0,0,
0,0,0,1,0, 0,0,0,0,1),
nrow=5, ncol=4)
A2 <- matrix(c(1,0,0,0,0, 0,1,0,0,0,
0,0,1,0,0, 0,0,0,1,0),
nrow=5, ncol=4)
H41 <- summary(alrtest(z = H1, A = A1, r = 2))
H42 <- summary(alrtest(z = H1, A = A2, r = 2))
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.
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A1 <- matrix(c(1,0,0,0,0, 0,0,1,0,0,
0,0,0,1,0, 0,0,0,0,1),
nrow=5, ncol=4)
A2 <- matrix(c(1,0,0,0,0, 0,1,0,0,0,
0,0,1,0,0, 0,0,0,1,0),
nrow=5, ncol=4)
H41 <- summary(alrtest(z = H1, A = A1, r = 2))
H42 <- summary(alrtest(z = H1, A = A2, r = 2))
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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