Commit Graph

2 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 7b7bca8bda
Generalised trend component model.
Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
Houtan Bastani 4ac5ebbefc
add var AR test 2019-03-15 14:22:50 +01:00