| LADVAR {ConnectednessApproach} | R Documentation |
Least absolute deviation vector autoregression
Description
Estimation of a LAD VAR using equation-by-equation LAD regressions.
Usage
LADVAR(x, configuration = list(nlag = 1))
Arguments
x |
zoo data matrix |
configuration |
model configuration |
nlag |
Lag length |
Value
Estimate LAD VAR model
Author(s)
David Gabauer
Examples
data("dy2012")
fit = LADVAR(dy2012, configuration=list(nlag=1))
[Package ConnectednessApproach version 1.0.3 Index]