jubilee.optimal_tb3ms: Calculate the optimal TB3MS

In jubilee: Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles

Description

This utility calculates the optimal TB3MS using the analytic solution.

Usage

jubilee.optimal_tb3ms(dtb, rs, penalty = c(1, 1, 1))

Arguments

dtb	data table, usually this is lm.dtb of the rs object, with GDP log-return percent (logrp.N, logrp.K) calculated.
rs	the list returned from jubilee.macro_fit.
penalty	numeric, the penalty vector for the models. Default is c(1,1,1).

Value

The data table containing the "optimal.tb3ms" column

Author(s)

Stephen H. Lihn

jubilee documentation built on Jan. 24, 2020, 5:10 p.m.