Package | Description |
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dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
Modifier and Type | Class and Description |
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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.
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Constructor and Description |
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VECM(VECM that)
Copy constructor.
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