Package | Description |
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dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
Constructor and Description |
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VARXModel(VARXModel that)
Copy constructor.
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VECMLongrun(VARXModel varx)
Construct a long-run VECM(p) from a VARX(p).
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VECMTransitory(VARXModel varx)
Construct a transitory VECM(p) from a VARX(p).
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