tsDyn (version 0.9-1)

VARrep: VAR representation

Description

Show the VAR representation of a VECM

Usage

## S3 method for class 'VECM':
VARrep(object, ...)
## S3 method for class 'VAR':
VARrep(object, ...)

Arguments

object

An object of class VECM created by VECM, or of class VAR created by lineVar

...

Currently not used

Value

• A matrix containing the parameters of the VECM under their VAR representation.

References

Hamilton (1994) Time Series Analysis, Princeton University Press

Examples

data(barry)

# VECM model:
mod_vecm <- VECM(barry, lag=2, estim="ML")
VARrep(mod_vecm)

# VAR model:
mod_var <- lineVar(barry, lag=2, I="diff")
VARrep(mod_var)