public class VARFit extends VARModel
Constructor and Description |
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VARFit(MultivariateIntTimeTimeSeries mts,
int p)
Estimate a VAR model from a multivariate time series.
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conditionalMean, getDemeanedModel, unconditionalMean
getVARMA
public VARFit(MultivariateIntTimeTimeSeries mts, int p)
mts
- a multivariate time seriesp
- the number of AR termsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.