Kronspec {MTS} | R Documentation |
Kronecler Index Specification
Description
For a given set of Kronecker indices, the program specifies a VARMA model. It gives details of parameter specification.
Usage
Kronspec(kdx, output = TRUE)
Arguments
kdx |
A vector of Kronecker indices |
output |
A logical switch to control output. Default is with output. |
Value
PhiID |
Specification of the AR matrix polynomial. 0 denotes zero parameter, 1 denotes fixing parameter to 1, and 2 denotes the parameter requires estimation |
ThetaID |
Specification of the MA matrix polynomial |
Author(s)
Ruey S. Tsay
References
Tsay (2014, Chapter 4)
Examples
kdx=c(2,1,1)
m1=Kronspec(kdx)
names(m1)
[Package MTS version 1.2.1 Index]