VAR_mod: Modified version of 'VAR' function allowing to describe...

VAR_modR Documentation

Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)

Description

Modified version of VAR function allowing to describe white-noise as VAR-(0) model (i. e. varest objects)

Usage

VAR_mod(
  y,
  p = 1,
  type = c("const", "trend", "both", "none"),
  season = NULL,
  exogen = NULL,
  lag.max = NULL,
  ic = c("AIC", "HQ", "SC", "FPE")
)

Arguments

y, p, type, season, exogen, lag.max, ic

see VAR function

Value

a Vector Auto-Regeressive model (VAR) as varest object


ecor/RMAWGEN documentation built on Aug. 16, 2024, 3:27 a.m.