VARX {MultiATSM} | R Documentation |
Estimate a VARX(1,1,1)
Description
Estimate a VARX(1,1,1)
Usage
VARX(GVARinputs, Factors_GVAR, DomLabels, StarLabels, GlobalLabels, N)
Arguments
GVARinputs |
List of inputs for GVAR-based models |
Factors_GVAR |
list containing the set of eisk factors used in the estimation of the VARX models |
DomLabels |
string-based vector containing label of the domestic risk factors |
StarLabels |
string-based vector containing label of the star domestic risk factors |
GlobalLabels |
string-based vector containing label of the global risk factors |
N |
number of country-specific spanned factors (scalar) |
[Package MultiATSM version 1.3.1 Index]