Displaying 1 result from an estimated 1 matches for "trdstart".
2012 Nov 21
0
Question about VAR (Vector Autoregression) in differences.
...<- as.integer(n.ahead)
Z <- object$datamat[, -c(1:K)]
B <- Bcoef(object)
if (type == "const") {
Zdet <- matrix(rep(1, n.ahead), nrow = n.ahead, ncol = 1)
colnames(Zdet) <- "const"
}
else if (type == "trend") {
trdstart <- nrow(Z) + 1 + p
Zdet <- matrix(seq(trdstart, length = n.ahead), nrow = n.ahead,
ncol = 1)
colnames(Zdet) <- "trend"
}
else if (type == "both") {
trdstart <- nrow(Z) + 1 + p
Zdet <- matrix(c(rep(1, n.ahead), se...