writeModelARMA: Write a JAGS model to fit ARMA(1,1) model

In MJAlexander/distortr: Temporal smoothing methods for demographic time series

Description

Write a JAGS model to fit ARMA(1,1) model, with or without time trend

Usage

writeModelARMA(cs.arma = T, cs.smoothing = T, time.trend = T,
  nserror.estimated = T, file.name = "model.txt")

Arguments

cs.arma	whether autocorrelation and innovations parameter is country specific. If 'FALSE', parameters are global.
cs.smoothing	whether smoothing paramter is country specific. If 'FALSE', smoothing parameter is global.
time.trend	if 'TRUE' a linear time trend is estimated.
nserror.estimated	whether to estimate non-sampling error. IF 'FALSE', fixed sampling error is inputted.
file.name	name of file to be saved. Must be a '.txt' file

Value

A text file that contains a JAGS model

Examples

cs.arma <- TRUE
cs.smoothing <- TRUE
time.trend <- TRUE
nserror.estimated <- TRUE
writeModelARMA(cs.arma = cs.arma, cs.smoothing = cs.smoothing, time.trend = time.trend, nserror.estimated = nserror.estimated)

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.