dot-SSSystem: Prepares state space model system matrices to create an...

In RGAP: Production Function Output Gap Estimation

Prepares state space model system matrices to create an object of type NAWRUmodel or TFPmodel.

Description

Prepares state space model system matrices to create an object of type NAWRUmodel or TFPmodel.

Usage

.SSSystem(tsl, cycle, trend, cycleLag, type = NULL, errorARMA)

Arguments

tsl	A list of input time series computed during the procedure NAWRUmodel or TFPmodel.
cycle	A character string specifying the cycle model. cycle = "AR1" denotes an AR(1) process, cycle = "AR2" an AR(2) process. The default is cycle = "AR2".
trend	A character string specifying the trend model. trend = "RW1" denotes a first order random walk, trend = "RW2" a second order random walk (local linear trend) and trend = "DT" a damped trend model. The default is trend = "RW2".
cycleLag	A vector specifying the cycle lags that are included in the Phillip's curve. The default is cycleLag = 0, see details.
type	A character string specifying the type of the Phillip's curve. type = "TKP" denotes the traditional Keynesian Phillip's curve and type = "NKP" the New Keynesian Phillip's curve, see details. The default is type = "TKP".
errorARMA	A vector with non-negative integers specifying the AR and MA degree of the error term in the second observation equation.

RGAP documentation built on Nov. 2, 2023, 6:02 p.m.