Nothing
#' @export
koyckDlm.main <- function(x , y, intercept ){
X.t_1 <- array(NA , length(x))
Y.1 <- array(NA , length(y))
X.t_1[-1] <- x[1:(length(x) - 1)]
Y.1[-1] <- y[1:(length(y) - 1)]
y.t <- y
X.t <- x
if ( intercept ){
model <- ivreg(y.t ~ Y.1 + X.t | Y.1 + X.t_1)
} else if (!intercept){
model <- ivreg(y.t ~ Y.1 + X.t -1 | Y.1 + X.t_1 )
}
coefs <- model$coefficients
beta <- coefs[3]
phi <- coefs[2]
alpha <- coefs[1]/(1 - phi)
geometric.coefficients <- data.frame(alpha, beta , phi)
rownames(geometric.coefficients) <- "Geometric coefficients: "
model$call <- "Y ~ (Intercept) + Y.1 + X.t"
return(list(model = model, geometric.coefficients = geometric.coefficients))
}
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