R Under development (unstable) (2024-10-26 r87273 ucrt) -- "Unsuffered Consequences"
Copyright (C) 2024 The R Foundation for Statistical Computing
Platform: x86_64-w64-mingw32/x64

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(tsDyn)
> 
> data(zeroyld)
> 
> ###Estimate models: VAR
> linVar<-lineVar(zeroyld, lag=2)
> tsDyn:::toMlm.nlVar(linVar)

Call:
lm(formula = Yt ~ . - 1, data = Ytminusi)

Coefficients:
                short.run  long.run 
Intercept        0.067291   0.036575
`short.run -1`   1.031134   0.406616
`long.run -1`    0.023295   0.959547
`short.run -2`  -0.052558  -0.331962
`long.run -2`   -0.009059  -0.046906

> 
> ###Estimate models: TVAR
> TVar<-TVAR(zeroyld, lag=2, include="none", gamma=10.653)
Best unique threshold 10.653 
> all.equal(coef(tsDyn:::toMlm.nlVar(TVar)),t(TVar$coeffmat), check.attributes=FALSE)
[1] TRUE
> 
> TVar2<-TVAR(zeroyld, lag=2, include="const", gamma=10.653)
Best unique threshold 10.653 
> all.equal(coef(tsDyn:::toMlm.nlVar(TVar2)),t(TVar2$coeffmat), check.attributes=FALSE)
[1] TRUE
> 
> TVar3<-TVAR(zeroyld, lag=2, include="trend", gamma=10.653)
Best unique threshold 10.653 
> all.equal(coef(tsDyn:::toMlm.nlVar(TVar3)),t(TVar3$coeffmat), check.attributes=FALSE)
[1] TRUE
> 
> TVar4<-TVAR(zeroyld, lag=2, include="both", gamma=9.125)
Best unique threshold 9.125 
> all.equal(coef(tsDyn:::toMlm.nlVar(TVar4)),t(TVar4$coeffmat), check.attributes=FALSE)
[1] TRUE
> 
> 
> proc.time()
   user  system elapsed 
   1.48    0.35    1.84