Displaying 1 result from an estimated 1 matches for "varepsilon".
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varepsilon_
2009 Apr 15
2
HTML help
...ing formula in help page of ca.jo in urca package:
<p align="center"><i><B>X</B>_t = <B>Pi</B>_1 <B>X</B>_{t-1} + ... + <B>Pi</B>_k
<B>X</B>_{t-k} + <B>μ</B> + <B>Phi D</B>_t + <B>varepsilon</B>_t
, quad (t = 1, ..., T),</i></p>
<p>
This presentation is just not good, however, in most browser,
with tag <math></math>, the formula in the tag works well.
such as in wikipedia. please check the same formula:
http://en.wikipedia.org/wiki/Johansen_test
Ca...