Extract variable showing regime

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Description

This function allows to extract the indicator variable specifying the regime in which the process is at time t.

Usage

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regime(object, initVal = TRUE, timeAttr = TRUE, ...)

Arguments

object

object of class setar or nlVar

initVal

Logical. Whether the NA initial values should be returned. Default to TRUE.

timeAttr

Logical. Whether the time attributes should be returned. Default to TRUE.

...

additional arguments to regime

Value

Time series of same attributes as input to setar.

Author(s)

Matthieu Stigler

Examples

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set<-setar(lynx, m=3)
regime(set)
regime(set, time=FALSE, initVal=FALSE)

plot(regime(set))

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