add_exogenous
Add exogenous inputs to a VEC model by integration order, using named series or linked input files, and optionally adopt the resulting fit.
Instructions
C4 — Exogenous inputs to the current VEC, dispatched by their order of integration, as in drtran. The VEC without inputs is the base, and the LR against it is the test.
An input of the SAME order (I(1), a series of the system): series
names it; it stays in the system with its alpha row at zero and none of
the others' short run (drvec -xsys: STRONG exogeneity, the LR against the
free VEC). It cannot be in the Y1 block, and drvec needs q = 0.
An input of ANOTHER order (an I(0) input on I(1) outputs): inputs are
its fue files (a JSON list or comma-separated; their .pre stays frozen)
and links the network, "OUT <- IN b r s; OUT2 <- IN b r s" (r <= 2): it
is subtracted in levels (drvec -xpre/-xlink). drvec fits the VEC without
the inputs first; with omega = 0 the bridge must reproduce it. Refused by
drvec (inherited): a rank test with inputs (the rank is C1's, without
them), -xlink with forecasts or bootstraps, -xsys with q > 0 or with a
restriction on alpha. adopt makes the fit with inputs current.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "add_exogenous"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| adopt | No | ||
| links | No | ||
| inputs | No | ||
| series | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |