MARep: MARep
In martinbaumgaertner/varexternal: Vector autoregression with external instruments
MARep R Documentation
MARep
Description
Transforms the A(L) parameters of a reduced-form VAR into the coefficients C of the MA representation.
Usage
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 April 27, 2022, 1:31 a.m.
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| MARep | R Documentation |
MARep
Description
Transforms the A(L) parameters of a reduced-form VAR into the coefficients C of the MA representation.
Usage
MARep(AL, p, hori)
Arguments
AL |
VAR model coefficients |
p |
lag order |
hori |
forecast horizon |
Value
C MA representation coefficients
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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