prepare_vec
Specifies a VEC model for cointegration among two or more I(1) series, records forecast versus long-run purpose, and applies checks before rank testing.
Instructions
N1c/C0 — The cointegration question, and the VEC's specification with its checks (docs/STUDY-vec.md §2.3-2.4, §3.1-3.2). Offered after canonical_analysis when TWO OR MORE series have d = 1, whatever its count: the question is the analyst's (in the autonomous lane, yours, with the reason written down). Feedback is not a precondition: it is tested inside the VEC (weak exogeneity).
purpose is REQUIRED and recorded at N1c: "forecast" or "long run". It
decides the yardstick's role later (C8): a VETO when the purpose is to
forecast, a CAVEAT beside a long-run claim (an equilibrium, who corrects).
The checks, each a refusal with its reason or a warning: d >= 2 (drvec
models I(1) systems; back to art), D > 0 (drvec refuses a seasonal
difference: deterministic seasonality in art, objective "multivariante"),
a deterministic variable drvec refuses (its message), d = 0 series (the
MIXED case: an option, mixed=True, never the default; they go in the Y1
block and r >= their number), a file that moved at the gate, and the
sample (drvec's window against the gate's).
p: drvec's AR order on (nabla Y2, W) (0: proposed — the univariate AR
order in nabla plus 1, or Tiao and Box's M(l) on the levels when
canonical_analysis ran, up to its first run of non-significant lags). q: the MA order (0 by default). case: 1, 2, 3
or "pre" (default: each drift as its file's mean says). nodrift: series
whose drift is held at 0 (case 3/pre). Never offered: drvec's refused
options (-warma, -mawarma, -specs, -matest, -artest, -m 2, -rankadm, the
instruments and the writers). Next: rank_test, the only way to a rank.
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": "prepare_vec"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| p | No | ||
| q | No | ||
| case | No | pre | |
| name | Yes | ||
| mixed | No | ||
| nodrift | No | ||
| purpose | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |