inst/book-ex/Rcode-8-4.R
In cheaton/vars2: VAR Modelling
H.31 <- matrix(c(1,-1,-1,0,0, 0,0,0,1,0, 0,0,0,0,1),
c(5,3))
H.32 <- matrix(c(1,0,0,0,0, 0,1,0,0,0, 0,0,1,0,0,
0,0,0,1,-1), c(5,4))
H31 <- summary(blrtest(z = H1, H = H.31, r = 2))
H32 <- summary(blrtest(z = H1, H = H.32, r = 2))
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.
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H.31 <- matrix(c(1,-1,-1,0,0, 0,0,0,1,0, 0,0,0,0,1),
c(5,3))
H.32 <- matrix(c(1,0,0,0,0, 0,1,0,0,0, 0,0,1,0,0,
0,0,0,1,-1), c(5,4))
H31 <- summary(blrtest(z = H1, H = H.31, r = 2))
H32 <- summary(blrtest(z = H1, H = H.32, 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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