add_trend {sectorgap}R Documentation

Add a trend to a state space model

Description

Add a trend to a state space model

Usage

add_trend(sys, type, name, const = FALSE)

Arguments

sys

list with system matrices

type

type of trend, see details

name

name ob observation equation

const

logical indicating if there is a constant

Details

type = 1 denotes a random walk, type = 2 an integrated random walk, type = 3 and random walk with AR drift, and type = 4 a local linear trend. type = 3 is currently not implemented.

Value

The input list sys with updated matrices.


[Package sectorgap version 0.1.0 Index]