R: Initialization of exogenous variables

initializeExo {RGAP}

R Documentation

Initialization of exogenous variables

Initializes the transformations applied to exogenous variables.

initializeExo(varNames, D = NULL, L = NULL)

`varNames`	A `(k x 1)` character vector containing the names of the exogenous variables.
`D`	A `(n x k)` matrix containing the difference transformations, see details.
`L`	A `(n x k)` matrix containing the lag transformations, see details.

For the matrices D and L, the rows denote different transformations to each of the variables in the columns. NA indicates no transformation.

An array of size (n, k, 2). The [, , 1] specifies the difference order and [, , 2] the lag order.

[Package RGAP version 0.1.1 Index]