dot-initializeVar: Initializes variance restrictions.

In RGAP: Production Function Output Gap Estimation

Initializes variance restrictions.

Description

Initializes variance restrictions.

Usage

.initializeVar(
  model,
  type = NULL,
  lambda = NULL,
  prior = FALSE,
  errorARMA = c(0, 0),
  q = 0.05
)

Arguments

model	An object of class NAWRUmodel, TFPmodel, or KuttnerModel.
type	The variance restriction type. Possible options are "basic", "hp", see details. The default is type = "basic".
lambda	The smoothing constant for the HP-filter if type = "hp".
prior	A logical indicating whether prior parameters should be returned.
errorARMA	The ARMA order of the second equation error process.
q	Quantile for the Inverse Gamma distribution (only used if type = "hp"). The default is q = 0.01.

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