add_trend {sectorgap} | R Documentation |
Add a trend to a state space model
Description
Add a trend to a state space model
Usage
add_trend(sys, type, name, const = FALSE)
Arguments
sys |
list with system matrices |
type |
type of trend, see details |
name |
name ob observation equation |
const |
logical indicating if there is a constant |
Details
type = 1
denotes a random walk, type = 2
an integrated
random walk, type = 3
and random walk with AR drift, and
type = 4
a local linear trend. type = 3
is currently not
implemented.
Value
The input list sys
with updated matrices.
[Package sectorgap version 0.1.0 Index]