MVPIAR-class {partsm}R Documentation

MVPIAR Class

Description

This class contains the matrices for the multivariate representation of an object of class fit.piartsm-class.

Slots

Phi0:
Object of class "matrix": Matrix for the multivariate representasio. See details in PAR.MVrepr-methods.
Phi1:
Object of class "matrix": Matrix for the multivariate representasio. See details in PAR.MVrepr-methods.
Gamma.eigenvalues:
Object of class "numeric": Eigen valus of the matrix Phi0^{-1} \%*\% Phi1.
tvias:
Object of class "matrix": Time-varying impact of accumulation of shocks calculated as Phi0^{-1} \%*\% Phi1 \%*\% Phi0^{-1}.
Omega0:
Object of class "ANY": Matrix for internal use.
Omega1:
Object of class "ANY": Matrix for internal use.
Pi0:
Object of class "ANY": Matrix for internal use.
Pi1:
Object of class "ANY": Matrix for internal use.

Methods

show
signature(object = "MVPIAR"): Shows the information contained in the slots.

Author(s)

Javier Lopez-de-Lacalle javlacalle@yahoo.es.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

See Also

PAR.MVrepr-methods, and fit.piartsm-class.


[Package partsm version 1.0-2 Index]