Uses of Class
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VECM

Packages that use VECM

Package	Description
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Uses of VECM in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Subclasses of VECM in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Modifier and Type	Class and Description
class	VECMLongrun The long-run Vector Error Correction Model (VECM(p)) takes this form. \[ \Delta Y_t = \mu + \Pi Y_{t-p} + \sum \left ( \Gamma_i Y_{t-1} \right ) + \Psi D_t + \epsilon_t, i = 1, 2, ..., p-1 \] \(Y_{t}\), μ and \(\epsilon _{t}\) are n-dimensional vectors.
class	VECMTransitory A transitory Vector Error Correction Model (VECM(p)) takes this form. \[ \Delta Y_t = \mu + \Pi Y_{t-1} + \Sigma \left ( \Gamma_i Y_{t-1} \right ) + \Psi D_t + \epsilon_t, i = 1, 2, ..., p-1 \] \(Y_{t}\), μ and \(\epsilon _{t}\) are n-dimensional vectors.

Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type VECM

Constructor and Description
VECM(VECM that) Copy constructor.