VECM.logl: Quasi log likelihood for VECM without and with breaks
In d9d6ka/RANEPA-R: Set of unit root and cointegration tests
VECM.logl R Documentation
Quasi log likelihood for VECM without and with breaks
Description
Quasi log likelihood for VECM without and with breaks
Usage
VECM.logl(y, p)
VECM.break.logl(y, p, breaks.list)
Arguments
y
A matrix of n VAR variables.
p
Number of lags.
breaks.list
Vector of possible break dates.
Value
The vector or matrix with the values of quasi log likelihood
for all possible values of cointegration rank and different break dates,
if the function with breaks is called.
d9d6ka/RANEPA-R documentation built on May 4, 2024, 7:11 a.m.
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.
| VECM.logl | R Documentation |
Quasi log likelihood for VECM without and with breaks
Description
Quasi log likelihood for VECM without and with breaks
Usage
VECM.logl(y, p)
VECM.break.logl(y, p, breaks.list)
Arguments
y |
A matrix of |
p |
Number of lags. |
breaks.list |
Vector of possible break dates. |
Value
The vector or matrix with the values of quasi log likelihood for all possible values of cointegration rank and different break dates, if the function with breaks is called.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.