BuildGVAR {MultiATSM} | R Documentation |
Build the GVAR(1) from the country-specific VARX(1,1,1)
Description
Build the GVAR(1) from the country-specific VARX(1,1,1)
Usage
BuildGVAR(ParaVARX, GlobalPara, GVARinputs, DomLabels, GlobalLabels, N)
Arguments
ParaVARX |
Set of VARX model parameters |
GlobalPara |
Set of marginal model parameters |
GVARinputs |
List of inputs for GVAR-based models |
DomLabels |
string-based vector containing label of the domestic risk factors |
GlobalLabels |
string-based vector containing label of the global risk factors |
N |
number of country-specific spanned factors (scalar) |
[Package MultiATSM version 1.1.0 Index]