MVPAR-class {partsm} | R Documentation |
MVPAR Class
Description
This class contains the matrices for the multivariate representation of an object of
class fit.partsm-class
.
Slots
Phi0
:Object of class
"matrix"
: Matrix for the multivariate representation. See details inPAR.MVrepr-methods
.Phi1
:Object of class
"matrix"
: Matrix for the multivariate representation. See details inPAR.MVrepr-methods
.Gamma.eigenvalues
:Object of class
"numeric"
: Eigenvalues of the matrix.
tvias
:Object of class
"matrix"
: Time-varying impact of accumulation of shocks calculated as.
Methods
- show
signature(object = "MVPAR")
: Shows the information contained in the slots.
Author(s)
Javier Lopez-de-Lacalle javlacalle@yahoo.es.
References
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
See Also
PAR.MVrepr-methods
, and fit.partsm-class
.
[Package partsm version 1.1-3 Index]