| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
| Modifier and Type | Class and Description |
|---|---|
class |
VECMLongrun
The long-run Vector Error Correction Model (VECM(p)) takes this form.
|
class |
VECMTransitory
A transitory Vector Error Correction Model (VECM(p)) takes this form.
|
| Constructor and Description |
|---|
VECM(VECM that)
Copy constructor.
|
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