ec.datalag

<p>is the data matrix of variables in the VAR</p>

<p>is the number of lags in the VAR (min = 2)</p>

nlag

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

Cointegrated ICU Forecasting

ec.datalag: prepares Dy y_1 Dy_1 ... Dy_nlag-1 for estimation

Description

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