.checkKuttner {RGAP} | R Documentation |
Checks the input variables for the procedure KuttnerModel
for consistency and validity.
Description
Checks the input variables for the procedure KuttnerModel
for consistency and validity.
Usage
.checkKuttner(
tsl,
trend,
cycle,
cycleLag,
errorARMA,
start,
end,
anchor,
anchor.h
)
Arguments
tsl |
A list of time series objects, see details. |
trend |
A character string specifying the trend model. |
cycle |
A character string specifying the cycle model. |
cycleLag |
A non-negative integer specifying the maximum cycle lag that is included
in the inflation equation. The default is |
errorARMA |
A vector with non-negative integers specifying the AR and MA degree of the error term in the inflation equation. |
start |
(Optional) Start vector for the estimation, e.g. |
end |
(Optional) End vector for the estimation, e.g. |
anchor |
(Optional) Anchor value for the logarithm of trend gdp. |
anchor.h |
(Optional) Anchor horizon in the frequency of the given time series. |