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]