Model Functions |
These are functions for working with the MODEL data type.
Error correction term loadings for a model |
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Companion matrix for a model |
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Get list of dependent variables from a model |
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Get copy of equation from a model |
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Locates an equation in a model by dependent variable |
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Get coefficient matrix for a model |
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Get covariance matrix for a model |
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Label of dependent variable in an equation in a model |
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Coefficients of dependent variables at lag k |
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Compute VAR lag sums for a model |
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Returns (absolute value) of largest root of the companion of the model. |
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Replaces an equation in a model |
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Set coefficient matrix for a model |
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Set covariance matrix for a model |
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Number of equations in a model |
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Substitute out error-correction terms |
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