ctryvec_to_ctryvar: Transform the BVEC Submodels of a BGVAR model to a BVAR...
In franzmohr/bgvars: Bayesian Inference of Global Vector Autoregressive and Gloal Vector Error Correction Models
View source: R/ctryvec_to_ctryvar.R
ctryvec_to_ctryvar R Documentation
Transform the BVEC Submodels of a BGVAR model to a BVAR Submodel in Levels
Description
An object of class "bgvecest" is transformed to a VAR in level representation.
Usage
ctryvec_to_ctryvar(object, ctry = NULL)
Arguments
object
an object of class "bgvecest".
ctry
character. Name of the element in argument object, for which
the transformation should be carried out. If NULL (default), all submodels
are transformed.
Value
An object of class "bgvarest".
References
Lütkepohl, H. (2006). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.
franzmohr/bgvars documentation built on Sept. 2, 2023, 12:45 p.m.
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View source: R/ctryvec_to_ctryvar.R
| ctryvec_to_ctryvar | R Documentation |
Transform the BVEC Submodels of a BGVAR model to a BVAR Submodel in Levels
Description
An object of class "bgvecest" is transformed to a VAR in level representation.
Usage
ctryvec_to_ctryvar(object, ctry = NULL)
Arguments
object |
an object of class |
ctry |
character. Name of the element in argument |
Value
An object of class "bgvarest".
References
Lütkepohl, H. (2006). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.
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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