MVPAR Class
This class contains the matrices for the multivariate representation of an object of class fit.partsm-class
.
class
Phi0
:: Object of class "matrix"
: Matrix for the multivariate representation. See details in PAR.MVrepr-methods
.
Phi1
:: Object of class "matrix"
: Matrix for the multivariate representation. See details in PAR.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 .
show: signature(object = "MVPAR")
: Shows the information contained in the slots.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
Javier Lopez-de-Lacalle javlacalle@yahoo.es .
PAR.MVrepr-methods
, and fit.partsm-class
.