PSIwgt function

Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.

Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.

PSIwgt(Phi = NULL, Theta = NULL, lag = 12, plot = TRUE, output = FALSE)
beyondWhittle packageRead PDF manual
  • Maintainer: Renate Meyer
  • License: GPL (>= 3)
  • Last published: 2024-11-25

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