Description Usage Arguments Value Examples
This function will output type according to specification of Co and EXOG.
1 | Type(Co, EXOG)
|
Co |
: the coefficients of the deterministic components |
EXOG |
: the exogenous variables |
1 | : type
|
1 2 3 4 5 6 7 | Type(Co=matrix(c(0,0,1,1),2,2),EXOG= c(1:10))
Type(Co=matrix(c(1,1,1,1),2,2),EXOG= c(1:10))
Type(Co=matrix(c(1,1,1,1,0,0),2,3),EXOG= c(1:10))
Type(Co=c(1,1),EXOG= NA)
Type(Co=c(0,0),EXOG= NA)
VARData(n=2,p=2,T=100,Co=matrix(c(2,2,1,1),2,2),type="exog0",X=c(1:100))
VARData(n=2,p=2,T=100,Co=matrix(c(1,1,1,1),2,2),type="exog1",X=c(1:100))
|
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