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5 Commits (3a115d4fcc1e88a37b22c9ae5ea257004c68dfe4)

Author SHA1 Message Date
Stéphane Adjemian (Argos) 91825d4b5b
Fix cherrypick routine with max and min functions in model block. 2023-07-21 15:36:52 +02:00
Stéphane Adjemian (Charybdis) b9f7733c6b
Fix cherrypick routine. 
Was failing when model contain variable and parameter names ending with the name
of a built-in function.

Closes #1813
 2022-04-17 10:14:15 +02:00
Stéphane Adjemian (Ryûk) b297353b06
PAC decomposition between stationary and non-stationary components. 
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
 2021-12-17 12:17:13 +01:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis) 7e849f01ad
Code factorization. 2020-01-27 14:02:03 +01:00