Stéphane Adjemia (Scylla)
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c79be57447
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Fixed definition of h (PAC expectation reduced form).
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2018-11-27 10:05:40 +01:00 |
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Stéphane Adjemia (Scylla)
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4a0b3ffe7e
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Adapted matlab code to new TREND_COMPONENT auxiliary model.
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2018-08-21 21:49:58 +02:00 |
Stéphane Adjemian(Charybdis)
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822446c043
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Added missing copyright headers.
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2018-08-15 22:05:47 +02:00 |
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Stéphane Adjemian(Charybdis)
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15ad3cebcf
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Fixed indexation bug (last autoregressive parameter was missing).
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2018-08-15 22:03:01 +02:00 |
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Stéphane Adjemian(Charybdis)
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4a9c752fd1
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Fixed the definition of a lag polynomial.
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2018-07-04 14:57:54 +02:00 |
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Stéphane Adjemian(Charybdis)
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27e21acd5a
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Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
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2018-05-30 18:26:18 +02:00 |
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Stéphane Adjemian(Charybdis)
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e8829eab8e
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Check that stationary and/or non stationary components exist.
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2018-04-26 16:35:32 +02:00 |
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Stéphane Adjemian (Charybdis)
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a135c49469
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Added routines for PAC expectations.
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2018-02-28 15:00:42 +01:00 |
