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]