Uses of Class
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VARXModel
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Packages that use VARXModel Package Description dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma -
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Uses of VARXModel in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type VARXModel Constructor Description VARXModel(VARXModel that)
Copy constructor.VECMLongrun(VARXModel varx)
Construct a long-run VECM(p) from a VARX(p).VECMTransitory(VARXModel varx)
Construct a transitory VECM(p) from a VARX(p).
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