dse: fixF – R documentation

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fixF

Set SS Model F Matrix to Constants

Description

Set any parameters of the F matrix to constants. The same values are retained but they are considered to be constants rather than parameters. This will not change the model but will affect some estimation techniques and information criteria results.

Usage

fixF(model)

Arguments

model

An object of class TSmodel.

Value

An SS TSmodel object.

Examples

data("eg1.DSE.data.diff", package="dse")
    model <- toSS(estVARXls(eg1.DSE.data.diff))
    model <- fixF(model)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release