get_phi_yt {sstvars} | R Documentation |
Compute the intercept \phi_{y,t}=\sum_{m=1}^M \alpha_{mt} \phi_{m}
parameter value for a single time period
Description
get_phi_yt
computes the intercept \phi_{y,t}=\sum_{m=1}^M \alpha_{mt} \phi_{m}
parameter
value for a single time period based on the regime intercepts and transition weights.
Usage
get_phi_yt(all_phi0, alpha_mt)
Arguments
all_phi0 |
a |
alpha_mt |
an |
Details
This is used in simulation of the counterfactual scenarios.
Value
Returns the (d \times 1)
vector of the intercept parameter values for the time period t
.
[Package sstvars version 1.2.1 Index]