no_bias: Bias

In nelson16silva/wavcoreinf: Estimation and Evaluation of Wavelet Core Inflation Measures

Bias

Description

Estimates a regression model of y (healine inflation, \pi) in x (core inflation, \pi^*),

• \pi_{it} = a + b\pi^*_{it} + e_{it},

and gives statistics for a, b, \overline{R}^2 and F-test H0: a = 0, b = 1. no_bias is useful to find out whether or not the bias in a core inflation measure (\pi^*) is significant.

Usage

no_bias(y, x)

Arguments

y	A numeric vector or ts (inflation, \pi)
x	A numeric vector or ts (core inflation, \pi^*)

Value

A (1 x 4) tibble.

See Also

no_bias2

Examples

inf_head <- coreinf_br[["ipca"]]
inf_corems <- coreinf_br[["ipcams"]]
no_bias(inf_head, inf_corems)

nelson16silva/wavcoreinf documentation built on Feb. 17, 2025, 7:10 p.m.