Package index • fitDTVARMx

Functions

FitDTVARIDMx(): Fit the First-Order Discrete-Time Vector Autoregressive Model by ID

FitDTVARMx(): Fit the First-Order Discrete-Time Vector Autoregressive Model

Methods

coef(<dtvaridmx>): Parameter Estimates

coef(<dtvarmx>): Parameter Estimates

print(<dtvaridmx>): Print Method for Object of Class dtvaridmx

print(<dtvarmx>): Print Method for Object of Class dtvarmx

summary(<dtvaridmx>): Summary Method for Object of Class dtvaridmx

summary(<dtvarmx>): Summary Method for Object of Class dtvarmx

vcov(<dtvaridmx>): Sampling Covariance Matrix of the Parameter Estimates

vcov(<dtvarmx>): Sampling Covariance Matrix of the Parameter Estimates