interMSARmdl: Intercept from mu for MSARmdl
In MSTest: Hypothesis Testing for Markov Switching Models
interMSARmdl R Documentation
Intercept from mu for MSARmdl
Description
This function computes the intercept for each regime k for an Markov switching AR model
Usage
interMSARmdl(mdl)
Arguments
mdl
List with model properties
Value
a (k x 1) vector of intercepts
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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| interMSARmdl | R Documentation |
Intercept from mu for MSARmdl
Description
This function computes the intercept for each regime k for an Markov switching AR model
Usage
interMSARmdl(mdl)
Arguments
mdl |
List with model properties |
Value
a (k x 1) vector of intercepts
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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