MARep: MARep

Description Usage Arguments Value

View source: R/MARep.R

Description

Transforms the A(L) parameters of a reduced-form VAR into the coefficients C of the MA representation.

Usage

1
MARep(AL, p, hori)

Arguments

AL

VAR model coefficients

p

lag order

hori

forecast horizon

Value

C MA representation coefficients


martinbaumgaertner/varexternal documentation built on Nov. 20, 2019, 11:28 p.m.