emp_cov: Empirical estimate for the Covariance matrix in the...
In sinar: Conditional Least Squared (CLS) Method for the Model SINAR(1,1)
Description
Usage
Arguments
Value
Examples
Description
Σ is the covariance matrix in the Klimko-Nelson seminal paper.
Basically, we know
√{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} -
a_{11}, \hat{μ}_ε - μ_ε)^\top \sim MNV(0, Σ)
where
Σ = V^{-1}W V^{-1}.
For more details, check Klimko and Nelson (1978).
Usage
1
emp_cov(X)
Arguments
X
A integer matrix where each cell is the observed value in the
regular lattice.
Value
The covariance matrix estimated empirically.
Examples
1
2
sinar documentation built on Jan. 13, 2021, 6 p.m.
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Description Usage Arguments Value Examples
Description
Σ is the covariance matrix in the Klimko-Nelson seminal paper. Basically, we know
√{n}(\hat{a}_{10} - a_{10}, \hat{a}_{01} - a_{01}, \hat{a}_{11} - a_{11}, \hat{μ}_ε - μ_ε)^\top \sim MNV(0, Σ)
where
Σ = V^{-1}W V^{-1}.
For more details, check Klimko and Nelson (1978).
Usage
1 | emp_cov(X)
|
Arguments
X |
A integer matrix where each cell is the observed value in the regular lattice. |
Value
The covariance matrix estimated empirically.
Examples
1 2 |
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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