rsci_simulate: Simulate a data series from a regime switching error...

Description Usage Arguments Value

Description

Simulate a data series from a regime switching error correction model

Usage

1
rsci_simulate(model, sample_size, burn = 0)

Arguments

model

rsci_model obj

sample_size

integer, the size of the sample.

burn

integer, a number of periods to burn from the begining of the sample

Value

a matrix with simulated values for the model


EmilNejst/rscivem documentation built on May 21, 2019, 1:41 p.m.