check_data

a matrix or class <code>'ts'</code> object with <code>d&gt;1</code> columns. Each column is taken to represent
a single time series. <code>NA</code> values are not supported.

data

a positive integer specifying the autoregressive order of the model.

<code>check_data</code> checks the data.

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

check_data: Check the data is in the correct form

Description

Usage

Arguments

Value