residuals_extrap {disaggR}R Documentation

Extrapolation function for the residuals in a twoStepsBenchmark

Description

This function is the rule to extrapolate the low-frequency residuals. If include.differenciation is TRUE, u(n+1)-u(n) = rho*(u(n)-u(n-1)) Else u(n+1) = rho * u(n)

Usage

residuals_extrap(lfresiduals, rho, include.differenciation)

Arguments

lfresiduals

the residuals to extrapolate

rho

the autocorrelation parameter of the regression

include.differenciation

a boolean, the same as submitted to twoStepsBenchmark

Value

a numeric, the extrapolated sequence of residuals, to replace the NA of the residuals


[Package disaggR version 1.0.5.3 Index]