causality_check: Check causality of VAR
In jlivsey/livsey: Helper R functions
View source: R/causality_check.R
causality_check R Documentation
Check causality of VAR
Description
Check causality of VAR
Usage
causality_check(phi)
Arguments
phi
"rbind" of Phi_1,...,Phi_p matricies
Value
TRUE if all roots of companion matrix are less than 1
jlivsey/livsey documentation built on Oct. 17, 2024, 3:18 a.m.
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View source: R/causality_check.R
| causality_check | R Documentation |
Check causality of VAR
Description
Check causality of VAR
Usage
causality_check(phi)
Arguments
phi |
"rbind" of Phi_1,...,Phi_p matricies |
Value
TRUE if all roots of companion matrix are less than 1
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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