add_trend: Add a trend to a state space model
In sectorgap: Consistent Economic Trend Cycle Decomposition
View source: R/ss_model_utils.R
add_trend R Documentation
Add a trend to a state space model
Description
Add a trend to a state space model
Usage
add_trend(sys, type, name, const = FALSE)
Arguments
sys
list with system matrices
type
type of trend, see details
name
name ob observation equation
const
logical indicating if there is a constant
Details
type = 1 denotes a random walk, type = 2 an integrated
random walk, type = 3 and random walk with AR drift, and
type = 4 a local linear trend. type = 3 is currently not
implemented.
Value
The input list sys with updated matrices.
sectorgap documentation built on May 29, 2024, 10:56 a.m.
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.
View source: R/ss_model_utils.R
| add_trend | R Documentation |
Add a trend to a state space model
Description
Add a trend to a state space model
Usage
add_trend(sys, type, name, const = FALSE)
Arguments
sys |
list with system matrices |
type |
type of trend, see details |
name |
name ob observation equation |
const |
logical indicating if there is a constant |
Details
type = 1 denotes a random walk, type = 2 an integrated
random walk, type = 3 and random walk with AR drift, and
type = 4 a local linear trend. type = 3 is currently not
implemented.
Value
The input list sys with updated matrices.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.