tsDyn: regime – R documentation

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regime

Extract variable showing regime

This function allows to extract the indicator variable specifying the regime in which the process is at time t.

regime(object, initVal = TRUE, timeAttr = TRUE, ...)

`object`	object of class `setar` or `nlVar`
`initVal`	Logical. Whether the NA initial values should be returned. Default to TRUE.
`timeAttr`	Logical. Whether the time attributes should be returned. Default to TRUE.
`...`	additional arguments to `regime`

Time series of same attributes as input to setar.

Matthieu Stigler

set<-setar(lynx, m=3)
regime(set)
regime(set, time=FALSE, initVal=FALSE)

plot(regime(set))

Nonlinear Time Series Models with Regime Switching

v10-1.2

GPL (>= 2)

Authors

Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]

Initial release

2020-02-04