| tvPhi {tvReg} | R Documentation |
Time-Varying Coefficient Arrays of the MA Represention
Description
Returns the estimated time-varying coefficient arrays of the moving average representation
of a stable tvvar object obtained with function tvVAR.
Usage
tvPhi(x, nstep = 10, ...)
Arguments
x |
An object of class |
nstep |
An integer specifying the number of moving error coefficient matrices to be calculated. |
... |
Other parameters passed to specific methods. |
[Package tvReg version 0.5.9 Index]