interMSVARmdl: Intercept from mu for MSVARmdl
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
interMSVARmdl R Documentation
Intercept from mu for MSVARmdl
Description
This function computes the intercept for each regime k for an Markov switching VAR model
Usage
interMSVARmdl(mdl)
Arguments
mdl
List with model properties
Value
a (k x q) vector of intercepts
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| interMSVARmdl | R Documentation |
Intercept from mu for MSVARmdl
Description
This function computes the intercept for each regime k for an Markov switching VAR model
Usage
interMSVARmdl(mdl)
Arguments
mdl |
List with model properties |
Value
a (k x q) vector of intercepts
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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