powered by
tvp
The function summarizes selected outcomes obtained from tvp.
# S3 method for tvp summary(object, ...)
Called for printing.
an object of tvp class
not used
The function produces the outcomes as tvp.
wti <- crudeoil[-1,1] drivers <- (lag(crudeoil[,-1],k=1))[-1,] ld.wti <- (diff(log(wti)))[-1,] ld.drivers <- (diff(log(drivers)))[-1,] tvp <- tvp(y=ld.wti,x=ld.drivers,V=1,lambda=0.99) summary(tvp)
Run the code above in your browser using DataLab