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20.
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[tab] Must follow the estimation of a VECM, and returns the 
[tab] cointegration matrix. It has as many rows as variables in the
[tab] VECM (plus the number of exogenous variables that are restricted
[tab] to the cointegration space, if any), and as many columns as the
[tab] cointegration rank.
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
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[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
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represents a line break.
Start a new line in the equivalent position in the translation.
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(no translation yet)
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Located in
genr_funcs.xml:186
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21.
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[tab] Must follow the estimation of a VECM, and returns the estimated
[tab] covariance matrix for the elements of the cointegration vectors.
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
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[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
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|
represents a line break.
Start a new line in the equivalent position in the translation.
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(no translation yet)
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Located in
genr_funcs.xml:198
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22.
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[tab] In the case of unrestricted estimation, this matrix has a number of
[tab] rows equal to the unrestricted elements of the cointegration space
[tab] after the Phillips normalization. If, however, a restricted system
[tab] is estimated via the <lit>restrict</lit> command with the
[tab] <lit>--full</lit> option, a singular matrix with <math>(n+m)r</math>
[tab] rows will be returned (<math>n</math> being the number of endogenous
[tab] variables, <math>m</math> the number of exogenous variables that are
[tab] restricted to the cointegration space, and <math>r</math> the
[tab] cointegration rank).
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
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[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
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(no translation yet)
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Located in
genr_funcs.xml:202
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23.
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[tab] Example: the code
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
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[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
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Located in
genr_funcs.xml:213
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24.
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[tab] produces the following output.
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
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Located in
genr_funcs.xml:231
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25.
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[tab] Returns the log-likelihood for the last estimated model (where
[tab] applicable).
[tab] |
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type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
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Located in
genr_funcs.xml:255
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26.
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[tab] Returns the total number of coefficients estimated in the last
[tab] model.
[tab] |
|
|
type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
|
|
|
|
Located in
genr_funcs.xml:264
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27.
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[tab] Returns the number of observations in the currently selected
[tab] sample.
[tab] |
|
|
type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
|
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|
|
Located in
genr_funcs.xml:273
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28.
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|
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[tab] Returns the number of variables in the dataset (including the
[tab] constant).
[tab] |
|
|
type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
|
|
|
|
Located in
genr_funcs.xml:282
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29.
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[tab] Returns the frequency or periodicity of the data (e.g. 4 for
[tab] quarterly data).
[tab] |
|
|
type: Content of: <funcref><funclist><function><description><para>
|
|
|
[tab] represents a tab character.
Please write it exactly the same way, [tab], in your
translation.
|
|
|
represents a line break.
Start a new line in the equivalent position in the translation.
|
|
|
|
|
(no translation yet)
|
|
|
|
Located in
genr_funcs.xml:291
|
