Stéphane Adjemian(Charybdis)
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d96d039a8a
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Added VECM as auxiliary model for PAC.
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2018-05-29 15:51:31 +02:00 |
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Stéphane Adjemian(Charybdis)
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a4120a84b6
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Adapted matlab routines to recent changes in preprocessor.
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2018-05-16 21:31:31 +02:00 |
Houtan Bastani
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6384c9636c
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var: fix AR, EC matrices
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2018-05-15 16:30:53 +02:00 |
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Stéphane Adjemian(Charybdis)
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eb042b145e
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Removed debugging display.
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2018-04-26 17:46:22 +02:00 |
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Stéphane Adjemian(Charybdis)
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d6a20af5f3
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Added companion matrix corresponding to the VECM in levels.
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2018-04-26 16:42:04 +02:00 |
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Stéphane Adjemian (Charybdis)
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ec003d055f
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Cosmetic changes.
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2018-02-26 12:28:03 +01:00 |
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Stéphane Adjemian (Charybdis)
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8be229497a
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Added routine for evaluating the companion matrix of a VAR model.
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2018-02-09 10:57:29 +01:00 |