Returns the estimated orthogonalised time-varying coefficient arrays of the
moving average representation of a stable tvvar object obtained with function tvVAR.
tvPsi(x, nstep = 10, ortho.cov = "const", bw.cov = NULL, ...)An object of class tvvar, generated by tvVAR().
An integer specifying the number of othogonalised moving error coefficient matrices to be calculated for each time t.
A character either 'const' if the error cov matrix must be estimated by a constant or 'tv' if it is estimated as a time-varying matrix. Default is 'const'.
A scalar (optional) with the bandwidth to estimate the errors variance-covariance matrix.
Other parameters passed to specific methods.
A list with an array of dimensions (obs x neq x neq nstep + 1) holding the estimated time varying coefficients of the moving average representation, and the bandwidth used to estimate the covariance matrix (optional).