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Explanatory variables in ves() and vets() #7

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config-i1 opened this issue Feb 18, 2021 · 0 comments
Open

Explanatory variables in ves() and vets() #7

config-i1 opened this issue Feb 18, 2021 · 0 comments
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enhancement New feature or request
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VETS-PIC Improvements for ves()

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@config-i1
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Exogenous means including those that are not in Yt vector.
Non-lagged means model of a type Yt = A Yt + Et,
where A has zeroes on diagonal.
@config-i1 config-i1 added the enhancement New feature or request label Feb 18, 2021
@config-i1 config-i1 added this to To do in Improvements for ves() via automation Feb 18, 2021
@config-i1 config-i1 added this to To do in VETS-PIC via automation Feb 18, 2021
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