varControlCreate#

Purpose#

Create a varControl structure with default values.

Format#

ctl = varControlCreate()#

Returns:

ctl (struct) –

An instance of a varControl structure with the following default values:

ctl.p	Scalar, lag order. Default = 1.
ctl.const	Scalar, 1 to include a constant (intercept), 0 to exclude. Default = 1.
ctl.xreg	TxN matrix or dataframe, exogenous regressors. Default = empty (no exogenous variables).
ctl.quiet	Scalar, set to 1 to suppress printed output. Default = 0.

Examples#

new;
library timeseries;

ctl = varControlCreate();

// Remove the constant
ctl.const = 0;

fname = getGAUSSHome("pkgs/timeseries/examples/data/us_macro_quarterly.csv");
data = loadd(fname);
result = varFit(data, p=4, ctl=ctl);

Library#

timeseries

Source#

var.src