interMSVARmdl {MSTest}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


[Package MSTest version 0.1.5 Index]