specify_data_matrices {bsvars}R Documentation

R6 Class Representing DataMatricesBSVAR

Description

The class DataMatricesBSVAR presents the data matrices of dependent variables, Y, and regressors, X, for the homoskedastic bsvar model.

Public fields

Y

an NxT matrix of dependent variables, Y.

X

an KxT matrix of regressors, X.

Methods

Public methods

Method new()

Create new data matrices DataMatricesBSVAR.

Usage
specify_data_matrices$new(data, p = 1L, exogenous = NULL)
Arguments
data

a (T+p)xN matrix with time series data.

p

a positive integer providing model's autoregressive lag order.

exogenous

a (T+p)xd matrix of exogenous variables. This matrix should not include a constant term.

Returns

New data matrices DataMatricesBSVAR.

Method get_data_matrices()

Returns the data matrices DataMatricesBSVAR as a list.

Usage
specify_data_matrices$get_data_matrices()
Examples
data(us_fiscal_lsuw)
YX = specify_data_matrices$new(data = us_fiscal_lsuw, p = 4)
YX$get_data_matrices()

Method clone()

The objects of this class are cloneable with this method.

Usage
specify_data_matrices$clone(deep = FALSE)
Arguments
deep

Whether to make a deep clone.

Examples

data(us_fiscal_lsuw)
YX = specify_data_matrices$new(data = us_fiscal_lsuw, p = 4)
dim(YX$Y); dim(YX$X)


## ------------------------------------------------
## Method `specify_data_matrices$get_data_matrices`
## ------------------------------------------------

data(us_fiscal_lsuw)
YX = specify_data_matrices$new(data = us_fiscal_lsuw, p = 4)
YX$get_data_matrices()
[Package bsvars version 3.1 Index]