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R/gdt.R
In descomponer: Seasonal Adjustment by Frequency Analysis
Defines functions
gdt
Documented in
gdt
gdt <- function(y) {
# Author: Francisco Parra Rodriguez
# http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/
a <- matrix(y,nrow=1)
n <- length(y)
A <- MW(n)
t(A)%*%t(a)
}
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descomponer documentation built on Aug. 12, 2021, 5:12 p.m.
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Defines functions gdt
Documented in gdt
gdt <- function(y) {
# Author: Francisco Parra Rodriguez
# http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/
a <- matrix(y,nrow=1)
n <- length(y)
A <- MW(n)
t(A)%*%t(a)
}
Try the descomponer package in your browser
Any scripts or data that you put into this service are public.
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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