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")
)
a Vector Auto-Regeressive model (VAR) as varest
object
see VAR
function