tvPhi

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

Fitting time-varying coefficient models for single and multi-equation regressions, using kernel smoothing techniques.

Isabel Casas

tvReg

Time-Varying Coefficient for Single and Multi-Equation
Regressions

Ruben Fernandez-Casal

tvPhi function

<dl><dt>x</dt>
<dd>An object of class <code>tvvar</code>.</dd>
<dt>nstep</dt>
<dd>An integer specifying the number of moving error coefficient matrices to be calculated.</dd>
<dt>...</dt>
<dd>Other parameters passed to specific methods.</dd></dl>

Arguments

Time-Varying Coefficient Arrays of the MA Represention — tvPhi

<dl>

<dt>x</dt>
<dd>An object of class <code>tvvar</code>.</dd>


<dt>nstep</dt>
<dd>An integer specifying the number of moving error coefficient matrices to be calculated.</dd>


<dt>...</dt>
<dd>Other parameters passed to specific methods.</dd>

</dl>

tvPhi: Time-Varying Coefficient Arrays of the MA Represention

Description

Usage

Arguments