PSIwgt {beyondWhittle} | R Documentation |
Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.
Description
Psi-weight calculation for a VARMA model. NOTE: This is an exact copy of the MTS::PSIwgt function (only with the plot functionality removed, as not needed). This has to be done because the MTS package has been removed from CRAN in April 2022.
Usage
PSIwgt(Phi = NULL, Theta = NULL, lag = 12, plot = TRUE, output = FALSE)
[Package beyondWhittle version 1.2.1 Index]