extractInno: Parent function for computing the residual covariance matrix...
In tleers/tsim: Sample size planning application for time series research
Description
Usage
Arguments
Value
Description
extractInno returns the residual covariance matrix of a timeseries model.
Usage
1
extractInno(model)
Arguments
model
A fitted ts model, currently ar, arest (from ar.multivariate) and var are supported
Value
A covariance matrix of the residuals.
tleers/tsim documentation built on Jan. 11, 2020, 2:02 a.m.
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Description Usage Arguments Value
Description
extractInno returns the residual covariance matrix of a timeseries model.
Usage
1 | extractInno(model)
|
Arguments
model |
A fitted ts model, currently ar, arest (from ar.multivariate) and var are supported |
Value
A covariance matrix of the residuals.
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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