MARep: MARep

View source: R/MARep.R

MARepR 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.