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]