Commit Graph

2 Commits (20519fa4e2374a359d2c9760d16d365c2b478bf9)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) cd2ed823b6
Fix constant in VAR and PAC expectations...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk) fe63082c42
Add lagged information set in VAR based expectations. 2021-07-06 23:06:46 +02:00