ConnectednessApproach (version 1.0.4)

Wold: Wold representation theorem

Description

Transform VAR to VMA coefficients

Usage

Wold(x, nfore = 10)

Value

Get VMA coefficients

Arguments

x

VAR coefficients

nfore

H-step ahead forecast horizon

Author

David Gabauer

Examples

# \donttest{
data("dy2012")
fit = VAR(dy2012, configuration=list(nlag=1))
wold = Wold(fit$B, nfore=10)
# }