getCompanionForm: getCompanionForm
In sboriss/trySignRestrictions: trySignRestrictions
Description
Usage
Arguments
Value
Description
Constructs companion form from n x np matrix of RFVAR coefficients estimated by OLS.
Usage
1
getCompanionForm(mB)
Arguments
mB
a n x np matrix of the AR coefficients of the reduced-form VAR
(without deterministic terms ). The coefficients are organised as follows:
Y1_t-1, Y2_t-1, Y1_t-2, Y2_t-2, ..., Y1_t-p, Y2_t-p.
Value
np x np companion form matrix
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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Description Usage Arguments Value
Description
Constructs companion form from n x np matrix of RFVAR coefficients estimated by OLS.
Usage
1 | getCompanionForm(mB)
|
Arguments
mB |
a n x np matrix of the AR coefficients of the reduced-form VAR (without deterministic terms ). The coefficients are organised as follows: Y1_t-1, Y2_t-1, Y1_t-2, Y2_t-2, ..., Y1_t-p, Y2_t-p. |
Value
np x np companion form matrix
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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