Phi.varshrinkest: Coefficient matrices of the MA represention
In namgillee/VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models
Description
Usage
Arguments
See Also
Description
Returns the estimated coefficient matrices of the moving average
representation of a stable VAR(p), of an SVAR as an array or a converted
VECM to VAR.
This is a modification of vars::Phi() for the class "varshrinkest".
Usage
1
2
## S3 method for class 'varshrinkest'
Phi(x, nstep = 10, ...)
Arguments
x
An object of class 'varshrinkest',
generated by VARshrink().
nstep
An integer specifying the number of moving error
coefficient matrices to be calculated.
...
Currently not used.
See Also
namgillee/VARshrink documentation built on March 11, 2020, 10:01 p.m.
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Description Usage Arguments See Also
Description
Returns the estimated coefficient matrices of the moving average representation of a stable VAR(p), of an SVAR as an array or a converted VECM to VAR. This is a modification of vars::Phi() for the class "varshrinkest".
Usage
1 2 | ## S3 method for class 'varshrinkest'
Phi(x, nstep = 10, ...)
|
Arguments
x |
An object of class 'varshrinkest',
generated by |
nstep |
An integer specifying the number of moving error coefficient matrices to be calculated. |
... |
Currently not used. |
See Also
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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