lppl.resids.from.basic.estimate: Compute the residuals given the parameters estimated with the...

In deanfantazzini/bubble: Tests for financial bubbles and explosive behavior

Description

This function computes the residuals given the parameters estimated with the function lppl_estimate

Usage

lppl.resids.from.basic.estimate(x, par_est)

Arguments

x	is a T x 1 numeric data vector
par_est	is a 7 x 1 vector of parameters estimated with the function lppl_estimate in this order: ["bet" "ome" "phi" "tc" "A" "B" "C"]

Details

This function computes the residuals given the parameters estimated with the function lppl_estimate

Value

et is a vector of residuals

Examples

 ## Not run: 
 tparm <- c(0.353689, 9.154368, 2.074608, 7.166421,-0.434324, 0.035405, 0.000071, 30)
 aa <- lppl_simulate(500,tparm)
 bb <- lppl_estimate(aa)
 bb
 resids <- lppl.resids.from.basic.estimate(aa,bb)
 
## End(Not run)

deanfantazzini/bubble documentation built on Oct. 22, 2020, 2:43 p.m.