est.war1: Estimate the particular AR(1) model by Watanabe et...
In deanfantazzini/bubble: Tests for financial bubbles and explosive behavior
Description
Usage
Arguments
Details
Value
View source: R/Watanabe_functions.R
Description
This function estimates the particular AR(1) model by Watanabe et al.(2007a,b) using a simplified method
Usage
1
est.war1(x)
Arguments
x
is a T x 1 numeric data vector
Details
This function estimates the particular AR(1) model by Watanabe et al.(2007a,b) using a simplified method
which does not required nonlinear optimization and returns the estimated omega(i,ti) parameter
Value
vec.1r.1 is a 1 x 1 numeric scalar, which is the estimated omega(i,ti) parameter
deanfantazzini/bubble documentation built on Oct. 22, 2020, 2:43 p.m.
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Description Usage Arguments Details Value
View source: R/Watanabe_functions.R
Description
This function estimates the particular AR(1) model by Watanabe et al.(2007a,b) using a simplified method
Usage
1 | est.war1(x)
|
Arguments
x |
is a T x 1 numeric data vector |
Details
This function estimates the particular AR(1) model by Watanabe et al.(2007a,b) using a simplified method which does not required nonlinear optimization and returns the estimated omega(i,ti) parameter
Value
vec.1r.1 is a 1 x 1 numeric scalar, which is the estimated omega(i,ti) parameter
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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