dot-RAR2transform: Transforms the parameters of an AR(2) process to its...
In RGAP: Production Function Output Gap Estimation
.RAR2transform R Documentation
Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and
vice versa.
Description
Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and
vice versa.
Usage
.RAR2transform(par, phi2Atau = TRUE)
Arguments
par
vector of parameters
phi2Atau
logical indicating whether the transformation should be from AR(2) to
RAR(2) or vice versa.
Value
A vector with the transformed parameters
RGAP documentation built on Nov. 2, 2023, 6:02 p.m.
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| .RAR2transform | R Documentation |
Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and vice versa.
Description
Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and vice versa.
Usage
.RAR2transform(par, phi2Atau = TRUE)
Arguments
par |
vector of parameters |
phi2Atau |
logical indicating whether the transformation should be from AR(2) to RAR(2) or vice versa. |
Value
A vector with the transformed parameters
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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