bnd: Beveridge-Nelson decomposition
In KevinKotze/tsm: Time Series Modelling
bnd R Documentation
Beveridge-Nelson decomposition
Description
Beveridge-Nelson decomposition
Usage
bnd(data, nlag)
Arguments
data
A vector of first-order integrated numeric values
nlag
A numberic scalar for the lag-order of the autoregressive (cyclical) part
Value
Values for the stochastic trend and the stationary cycle
KevinKotze/tsm documentation built on July 29, 2024, 2:18 p.m.
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| bnd | R Documentation |
Beveridge-Nelson decomposition
Description
Beveridge-Nelson decomposition
Usage
bnd(data, nlag)
Arguments
data |
A vector of first-order integrated numeric values |
nlag |
A numberic scalar for the lag-order of the autoregressive (cyclical) part |
Value
Values for the stochastic trend and the stationary cycle
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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