get_mu_yt {sstvars} | R Documentation |
Compute the conditional mean \mu_{y,t}=\phi_{y,t} + \sum_{i=1}^pA_{y,t,i}y_{t-i}
for a single time period
Description
get_mu_yt
computes the conditional mean \mu_{y,t}=\phi_{y,t} + \sum_{i=1}^pA_{y,t,i}y_{t-i}
for a single time period
based on the intercepts, AR matrices, and the vector of lagged observations.
Usage
get_mu_yt(phi_yt, all_A_yti, bold_y_t_minus_1)
Arguments
phi_yt |
a |
all_A_yti |
a 3D array containing the coefficient matrices for the given time period so that the lag |
bold_y_t_minus_1 |
a |
Details
This is used in simulation of the counterfactual scenarios.
Value
Returns the (d \times 1)
vector of the conditional mean for the time period t
.
[Package sstvars version 1.2.1 Index]