check_data

<code>check_data</code> checks the data.

internal

Maximum likelihood estimation of smooth transition vector
autoregressive models with various types of transition weight functions,
conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, and calculation of impulse
response functions, generalized impulse response functions, and generalized
forecast error variance decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2024) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2024) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

check_data function

<dl><dt>data</dt>
<dd>a matrix or class <code>'ts'</code> object with <code>d&gt;1</code> columns. Each column is taken to represent
a univariate time series. Missing values are not supported.</dd>
<dt>p</dt>
<dd>a positive integer specifying the autoregressive order</dd></dl>

Arguments

Check the data is in the correct form — check_data

<dl>

<dt>data</dt>
<dd>a matrix or class <code>'ts'</code> object with <code>d&gt;1</code> columns. Each column is taken to represent
a univariate time series. Missing values are not supported.</dd>


<dt>p</dt>
<dd>a positive integer specifying the autoregressive order</dd>

</dl>

check_data: Check the data is in the correct form

Description

Usage

Value

Arguments