bayesian estimation of threshold VAR
tvar(mydata, priorObj, thMax = 2, thVar = 1, nreps = 1100, burnin = 100, nthin = 1, stabletest = TRUE)
mydata | data |
---|---|
priorObj | S3 object of the prior |
thMax | maximum delay of threshold variable |
thVar | the threshold variable |
nreps | total number of mcmc draws |
burnin | number of burn-in draws |
nthin | thinning parameter |
stabletest | test for stability |