residuals_extrap: Extrapolation function for the residuals in a...

In arnaud-feldmann/disaggR: Two-Steps Benchmarks for Time Series Disaggregation

Extrapolation function for the residuals in a twoStepsBenchmark

Description

This function is the rule to extrapolate the low-frequency residuals. If include.differenciation is TRUE, u(n+1)-u(n) = rho*(u(n)-u(n-1)) Else u(n+1) = rho * u(n)

Usage

residuals_extrap(lfresiduals, rho, include.differenciation)

Arguments

lfresiduals	the residuals to extrapolate
rho	the autocorrelation parameter of the regression
include.differenciation	a boolean, the same as submitted to twoStepsBenchmark

Value

a numeric, the extrapolated sequence of residuals, to replace the NA of the residuals

arnaud-feldmann/disaggR documentation built on July 21, 2024, 8:15 a.m.