sigex.whichtrend: Determines which component (index) corresponds to trend
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
View source: R/sigex.whichtrend.r
sigex.whichtrend R Documentation
Determines which component (index) corresponds to trend
Description
Determines which component (index) corresponds to trend
Usage
sigex.whichtrend(mdl)
Arguments
mdl
The specified sigex model, a list object
mdl[[1]] is mdlK, gives ranks of white noise covariance matrix
mdl[[2]] is mdlType, a list giving t.s. model class, order, and bounds
mdl[[3]] is mdlDiff, gives delta differencing polynomials
mdl[[4]] is list of regressors by individual series
Value
trendcomp: index of the latent component that has a stochastic trend
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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View source: R/sigex.whichtrend.r
| sigex.whichtrend | R Documentation |
Determines which component (index) corresponds to trend
Description
Determines which component (index) corresponds to trend
Usage
sigex.whichtrend(mdl)
Arguments
mdl |
The specified sigex model, a list object mdl[[1]] is mdlK, gives ranks of white noise covariance matrix mdl[[2]] is mdlType, a list giving t.s. model class, order, and bounds mdl[[3]] is mdlDiff, gives delta differencing polynomials mdl[[4]] is list of regressors by individual series |
Value
trendcomp: index of the latent component that has a stochastic trend
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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