... <看更多>

Alternatively, you can - and only in this case is the mean well-defined - exploit stationarity of the VAR Yt=c+AYt−1+ut. ... <看更多>

... <看更多>

uncond_moments calculates the unconditional mean, variance, the first p autocovariances, and the first p autocorrelations of the given GMVAR, StMVAR, ... ... <看更多>