inst/book-ex/Rcode-8-14.R
In frbl/vars: VAR Modelling
vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")],
type = "trace", ecdet = "trend",
K = 3, spec = "transitory")
SR <- matrix(NA, nrow = 4, ncol = 4)
SR[4, 2] <- 0
SR
LR <- matrix(NA, nrow = 4, ncol = 4)
LR[1, 2:4] <- 0
LR[2:4, 4] <- 0
LR
svec <- SVEC(vecm, LR = LR, SR = SR, r = 1,
lrtest = FALSE,
boot = TRUE, runs = 100)
svec
svec$SR / svec$SRse
svec$LR / svec$LRse
frbl/vars documentation built on Dec. 11, 2019, 1:16 a.m.
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vecm <- ca.jo(Canada[, c("prod", "e", "U", "rw")],
type = "trace", ecdet = "trend",
K = 3, spec = "transitory")
SR <- matrix(NA, nrow = 4, ncol = 4)
SR[4, 2] <- 0
SR
LR <- matrix(NA, nrow = 4, ncol = 4)
LR[1, 2:4] <- 0
LR[2:4, 4] <- 0
LR
svec <- SVEC(vecm, LR = LR, SR = SR, r = 1,
lrtest = FALSE,
boot = TRUE, runs = 100)
svec
svec$SR / svec$SRse
svec$LR / svec$LRse
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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