AR: Custom AR with extra information
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
View source: R/Utils.Estimates.R
AR R Documentation
Custom AR with extra information
Description
Custom AR with extra information
Usage
AR(y, x, max.lag, criterion = "aic")
Arguments
y
A dependent variable.
x
Explanatory variables.
max.lag
The maximum number of lags.
criterion
A criterion for lag number estimation.
Value
A list of:
-
beta: estimates of coefficients,
-
residuals: estimated residuals,
-
predict: forecasted values,
-
t.beta: t-statistics for beta,
-
lag: estimated number of lags.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
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View source: R/Utils.Estimates.R
| AR | R Documentation |
Custom AR with extra information
Description
Custom AR with extra information
Usage
AR(y, x, max.lag, criterion = "aic")
Arguments
y |
A dependent variable. |
x |
Explanatory variables. |
max.lag |
The maximum number of lags. |
criterion |
A criterion for lag number estimation. |
Value
A list of:
-
beta: estimates of coefficients, -
residuals: estimated residuals, -
predict: forecasted values, -
t.beta:t-statistics forbeta, -
lag: estimated number of lags.
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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