Get_Gy1 {MultiATSM} | R Documentation |
Compute the feedback matrix from a GVAR model with global factors
Description
Compute the feedback matrix from a GVAR model with global factors
Usage
Get_Gy1(ParaVARX, GVARinputs, G1, Phi_w1)
Arguments
ParaVARX |
List containing the set of VARX model parameters |
GVARinputs |
List of inputs for GVAR-based models |
G1 |
feedback matrix from a GVAR without global variables |
Phi_w1 |
feedback matrix from a marginal model |
[Package MultiATSM version 1.3.1 Index]