VAR
function allowing to describe white-noise as VAR-(0) model (i. e. varest
objects)Modified version of VAR
function allowing to describe white-noise as VAR-(0) model (i. e. varest
objects)
VAR_mod(y, p = 1, type = c("const", "trend", "both", "none"),
season = NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ",
"SC", "FPE"))
see VAR
function
a Vector Auto-Regeressive model (VAR) as varest
object