splitMatrix {VARcpDetectOnline} | R Documentation |
Split Coefficient Matrix into VAR Lags
Description
Splits a matrix of estimated coefficients into a list of matrices, each corresponding to one lag of the VAR model.
Usage
splitMatrix(M, p)
Arguments
M |
A numeric matrix of coefficients. |
p |
Integer. The order of the VAR model (number of lags). |
Value
A list of p
matrices, each of dimension (number of variables) x (number of variables).
[Package VARcpDetectOnline version 0.2.0 Index]