| MVPIAR-class {partsm} | R Documentation |
This class contains the matrices for the multivariate representation of an object of
class fit.piartsm-class.
Phi0:"matrix": Matrix for the multivariate representasio. See
details in PAR.MVrepr-methods.Phi1:"matrix": Matrix for the multivariate representasio. See
details in PAR.MVrepr-methods.Gamma.eigenvalues:"numeric": Eigen valus of the matrix
Phi0^{-1} %*% Phi1.tvias:"matrix": Time-varying impact of accumulation of shocks
calculated as Phi0^{-1} %*% Phi1 %*% Phi0^{-1}.Omega0:"ANY": Matrix for internal use.Omega1:"ANY": Matrix for internal use.Pi0:"ANY": Matrix for internal use.Pi1:"ANY": Matrix for internal use.signature(object = "MVPIAR"): Shows the information contained in the slots.Javier López-de-Lacalle javlacalle@yahoo.es.
P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).
PAR.MVrepr-methods, and fit.piartsm-class.