VAR representation
Show the VAR representation of a VECM
VARrep(object, ...) ## S3 method for class 'VECM' VARrep(object, ...) ## S3 method for class 'VAR' VARrep(object, ...)
A matrix containing the parameters of the VECM under their VAR representation.
Matthieu Stigler
Hamilton (1994) Time Series Analysis, Princeton University Press
data(barry) # VECM model: mod_vecm <- VECM(barry, lag=2, estim="ML") VARrep(mod_vecm) # VAR model: mod_var <- lineVar(barry, lag=2, I="diff") VARrep(mod_var)
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