interMSVARmdl: Intercept from mu for MSVARmdl
In MSTest: Hypothesis Testing for Markov Switching Models
interMSVARmdl R Documentation
Intercept from mu for MSVARmdl
Description
This function computes the intercept for each regime k for an Markov switching VAR model
Usage
interMSVARmdl(mdl)
Arguments
mdl
List with model properties
Value
a (k x q) vector of intercepts
MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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.
| interMSVARmdl | R Documentation |
Intercept from mu for MSVARmdl
Description
This function computes the intercept for each regime k for an Markov switching VAR model
Usage
interMSVARmdl(mdl)
Arguments
mdl |
List with model properties |
Value
a (k x q) 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.