tvPhi: Time-Varying Coefficient Arrays of the MA Represention
In icasas/tvReg: Time-Varying Coefficient for Single and Multi-Equation Regressions
tvPhi R Documentation
Time-Varying Coefficient Arrays of the MA Represention
Description
Returns the estimated time-varying coefficient arrays of the moving average representation
of a stable tvvar object obtained with function tvVAR.
Usage
tvPhi(x, nstep = 10, ...)
Arguments
x
An object of class tvvar.
nstep
An integer specifying the number of moving error coefficient matrices to be calculated.
...
Other parameters passed to specific methods.
icasas/tvReg documentation built on Aug. 7, 2023, 9:22 a.m.
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| tvPhi | R Documentation |
Time-Varying Coefficient Arrays of the MA Represention
Description
Returns the estimated time-varying coefficient arrays of the moving average representation
of a stable tvvar object obtained with function tvVAR.
Usage
tvPhi(x, nstep = 10, ...)
Arguments
x |
An object of class |
nstep |
An integer specifying the number of moving error coefficient matrices to be calculated. |
... |
Other parameters passed to specific methods. |
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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