corrections {MSinference}R Documentation

Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).

Description

Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).

Usage

corrections(coefs, var_eta, len)

Arguments

coefs

Given (estimated) coefficients of the AR time series.

var_eta

Variance of the innovation term

len

Length of the vector of the corrections

Value

. Vector of the corrections terms of length len.


[Package MSinference version 0.2.1 Index]