get_y_t {sstvars} | R Documentation |
Compute the observation y_t=\mu_{y,t} + B_{y,t}e_t
for a single time period
Description
get_y_t
computes the observation y_t=\mu_{y,t} + B_{y,t}e_t
for a single time period
based on the conditional mean, impact matrix, and shock vector.
Usage
get_y_t(mu_yt, B_yt, e_t)
Arguments
mu_yt |
a |
B_yt |
a |
e_t |
a |
Details
This is used in simulation of the counterfactual scenarios.
Value
Returns the (d \times 1)
vector of observations for the time period t
.
[Package sstvars version 1.2.1 Index]