estimateVAR: estimateVAR
In sboriss/trySignRestrictions: trySignRestrictions
Description
Usage
Arguments
Value
Description
estimates a reduced-form VAR
Usage
1
estimateVAR(db, asy, asx, estmBeg, estmEnd, iIncpt = TRUE)
Arguments
db,
time tibble: data
asy,
string: names of LHS variates
asx,
string: names of RHS variates
estmBeg,
date: initial period in the estimation sample
estmEnd,
date: last period in the estimation sample
iIncpt,
logical: include intercept on the RHS, default = TRUE
Value
list
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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Description Usage Arguments Value
Description
estimates a reduced-form VAR
Usage
1 | estimateVAR(db, asy, asx, estmBeg, estmEnd, iIncpt = TRUE)
|
Arguments
db, |
time tibble: data |
asy, |
string: names of LHS variates |
asx, |
string: names of RHS variates |
estmBeg, |
date: initial period in the estimation sample |
estmEnd, |
date: last period in the estimation sample |
iIncpt, |
logical: include intercept on the RHS, default = TRUE |
Value
list
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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