check_data function

Check the data is in the correct form

check_data checks the data.

check_data(data, p)

Arguments

• data: a matrix or class 'ts' object with d>1 columns. Each column is taken to represent a univariate time series. Missing values are not supported.
• p: a positive integer specifying the autoregressive order

Returns

Checks the data and tries to correct it. Throws an error if something is wrong and returns the corrected data otherwise.