compute_J: compute_J
In pat-alt/SVAA: Deep Vector Autoregression
compute_J R Documentation
compute_J
Description
compute_J
Usage
compute_J(K, lags)
Arguments
lag
Details
Helper function to create the allocation matrix J, which can be used to transform a $VAR(p)$ into $VMA$ represntation.
pat-alt/SVAA documentation built on Jan. 19, 2024, 7:45 p.m.
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| compute_J | R Documentation |
compute_J
Description
compute_J
Usage
compute_J(K, lags)
Arguments
lag |
Details
Helper function to create the allocation matrix J, which can be used to transform a $VAR(p)$ into $VMA$ represntation.
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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