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tvReg (version 0.5.6)

tvPhi: Time-Varying Coefficient Arrays of the MA Represention

Description

Returns the estimated time-varying coefficient arrays of the moving average representation of a stable tvvar object obtained with function tvVAR.

Usage

tvPhi(x, nstep = 10, ...)

Arguments

x

An object of class tvvar.

nstep

An integer specifying the number of moving error coefficient matrices to be calculated.

...

Other parameters passed to specific methods.