kvasilopoulos/abvar
Vector Autoregression Models

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spec: Create a model specification that can fit into multiple...

spec: Create a model specification that can fit into multiple...
In kvasilopoulos/abvar: Vector Autoregression Models

Description Usage Arguments Examples

View source: R/00-spec.R

Description

Create a model specification that can fit into multiple models

Usage

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spec(
  .data,
  .formula = NULL,
  .index = NULL,
  .ordering = NULL,
  .endo_lags = 2,
  .endo_names = NULL,
  .trend = FALSE,
  .factor_names = NULL,
  .tvp = NULL,
  .sv = NULL,
  .exo_names = NULL,
  .exo_lags = NULL
)

Arguments

.data

df

.formula

the formula

.endo_lags

number of endogenous lags

.exo_lags

number of exogenous lags

Examples

1
spec(yraw)

kvasilopoulos/abvar documentation built on April 27, 2021, 6:38 a.m.

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