calcResid_MSARXmdl: Markov-switching autoregressive model residuals
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
calcResid_MSARXmdl R Documentation
Markov-switching autoregressive model residuals
Description
This function computes residuals of a Markov-switching autoregressive model.
Usage
calcResid_MSARXmdl(mdl, mu, k)
Arguments
mdl
List containing relevant parameters.
mu
Vector with mean in each regime.
k
number of regimes. Must be greater than or equal to 2.
Value
A (TxM) matrix of residuals in each regime M where M=k^(ar+1).
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| calcResid_MSARXmdl | R Documentation |
Markov-switching autoregressive model residuals
Description
This function computes residuals of a Markov-switching autoregressive model.
Usage
calcResid_MSARXmdl(mdl, mu, k)
Arguments
mdl |
List containing relevant parameters. |
mu |
Vector with mean in each regime. |
k |
number of regimes. Must be greater than or equal to |
Value
A (TxM) matrix of residuals in each regime M where M=k^(ar+1).
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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