Displaying 1 result from an estimated 1 matches for "fittedl".
Did you mean:
fitted
2002 Sep 09
0
Function: VECM (Johansen)
...ds for the impulse response
function.
Output:
ALPHA: vector of constants.
PSI0: Error-Correction-Matrix
PSI: Array of matrices for the lagged differences of y.
OMEGA: Variance/Covariance matrix.
ENDOG: Matrix of endogenous variables (1st differences).
FITTEDD: Fitted values in 1st differences.
FITTEDL: Fitted values in levels.
IRA: Array of Impulse Responses
Note, this function runs only in interactive mode: the user has to supply
the number cointegrating vectors after the function returns the trace and
rank statistic.
Note, for Non-Windows users adjust the lines:
if (file.access("graph_...