Modified version of VAR
function allowing to describe white-noise as VAR-(0) model (i. e. varest
objects)
VAR
function allowing to describe white-noise as VAR-(0) model (i. e. varest
objects)VAR_mod(y, p = 1, type = c("const", "trend", "both", "none"), season = NULL, exogen = NULL, lag.max = NULL, ic = c("AIC", "HQ", "SC", "FPE"))
y, p, type, season, exogen, lag.max, ic
: see VAR
functiona Vector Auto-Regeressive model (VAR) as varest
object
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