Commit Graph

3 Commits (edede274f27e1fcd4d43037e0cebae105c37adbd)

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
Stéphane Adjemian(Charybdis) 031e2c87c6
New version of get_companion_matrix + new integration test.
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemia (Scylla) 7bcc5b9f42 Added integration tests for VAR_MODEL.
Check the AR matrices.
2018-08-29 17:43:35 +02:00