本帖最后由 wings 于 2015-12-28 14:33 编辑
我在用vars包做VAR模型,请问Phi(x,nstep=)中的nstep应该填多少?怎么确定?还是看不是很懂。
Usage
## S3 method for class 'varest'Phi(x, nstep=10, ...)## S3 method for class 'svarest'Phi(x, nstep=10, ...)## S3 method for class 'svecest'Phi(x, nstep=10, ...)## S3 method for class 'vec2var'Phi(x, nstep=10, ...)
Argumentsx | An object of class ‘varest’, generated by VAR(), or an object of class ‘svarest’, generated by SVAR(), or an object of class ‘svecest’, generated by SVEC(), or an object of class ‘vec2var’, generated by vec2var().
| nstep | An integer specifying the number of moving error coefficient matrices to be calculated.
| ... | Currently not used.
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