simulate: Wrapper function for the simulations.

Description Usage Arguments Value

View source: R/simulation.R

Description

Wrapper function for the simulations.

Usage

1
simulate(g, h, x0, t = NULL, e = NULL)

Arguments

g

First output of a given lre function

h

Second output of the lre function

x0

vector of initial predetermined variables. If dealing with an AR process, this needs to include the Phi elements

t

length of the simulation. If not given, assumed to be the length of the exogenous shocks + 1

e

exogenous shocks

Value

A matrix showing the dynamic paths of the variables in the specification


nuritovbek/lrem documentation built on May 4, 2019, 4:24 p.m.