Get_G0G1Sigma {MultiATSM} | R Documentation |
Get the intercept, feedback matrix and the variance-covariance matrix from GVAR without global factors
Description
Get the intercept, feedback matrix and the variance-covariance matrix from GVAR without global factors
Usage
Get_G0G1Sigma(ParaVARX, GVARinputs, Ai0, Ai1, Wi)
Arguments
ParaVARX |
Set of VARX model parameters |
GVARinputs |
List of inputs for GVAR-based models |
Ai0 |
list containing the country-specific intercepts |
Ai1 |
list containing the country-specific feedback matrices |
Wi |
list containing the country-specific link matrices |
[Package MultiATSM version 1.3.1 Index]