companionmatrix: stability - Function to rewrite the VAR-estimate in companion...

Description Usage Arguments Value

View source: R/misc.r

Description

stability - Function to rewrite the VAR-estimate in companion form.

Usage

1
companionmatrix(betadraw, nolags)

Arguments

betadraw

K*nolags x K - matrix with the draw to rewrite in companion form, with K being the number of variables. Draw should not include the intercept

nolags

number of lags

Value

a K * nolags x K * nolags-matrix of the VAR-estimate in companion form


joergrieger/bvar documentation built on Sept. 11, 2019, 12:05 a.m.