MVPAR-class {partsm} | R Documentation |
This class contains the matrices for the multivariate representation of an object of
class fit.partsm-class
.
Phi0
:"matrix"
: Matrix for the multivariate representasio. See
details in PAR.MVrepr-methods
.Phi1
:"matrix"
: Matrix for the multivariate representasio. See
details in PAR.MVrepr-methods
.Gamma.eigenvalues
:"numeric"
: Eigen valus of the matrix
Phi0^{-1} \%*\% Phi1.tvias
:"matrix"
: Time-varying impact of accumulation of shocks
calculated as Phi0^{-1} \%*\% Phi1 \%*\% Phi0^{-1}.
signature(object = "MVPAR")
: Shows the information contained in the slots.Javier Lopez-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
PAR.MVrepr-methods
, and fit.partsm-class
.