ec.companion

(positive integer) is the dimension of the VAR

(positive integer) is the number of lags in the VAR

nlag

builds the companion matrix of the VAR

Set of forecasting tools to predict ICU beds using a Vector Error Correction model with a single cointegrating vector. Method described in Berta, P. Lovaglio, P.G. Paruolo, P. Verzillo, S., 2020. "Real Time Forecasting of Covid-19 Intensive Care Units demand" Health, Econometrics and Data Group (HEDG) Working Papers 20/16, HEDG, Department of Economics, University of York, <https://www.york.ac.uk/media/economics/documents/hedg/workingpapers/2020/2016.pdf>.

Paolo Paruolo

ec.companion: computes companion matrix of the VAR

Description

Usage

Arguments

Value

References