llike_var_partial {beyondWhittle} | R Documentation |
VAR(p) partial likelihood (unnormalized) Note: Fine for fixed p, but not suited for model comparison
Description
VAR(p) partial likelihood (unnormalized) Note: Fine for fixed p, but not suited for model comparison
Usage
llike_var_partial(zt, ar, sigma)
[Package beyondWhittle version 1.3.0 Index]