TETScomponents function

TETScomponents

Estimates components of TOBIT TETS models

TETScomponents(m)

Arguments

• m: an object of type TETS created with TETSforecast

Returns

The same input object with the appropriate fields filled in, in particular: - comp: Estimated components in matrix form

Examples

## Not run:

m1 <- TETS(log(gdp))
m1 <- TETScomponents(m1)
## End(Not run)

See Also

TETS, TETSforecast, TETSvalidate, TETSestim

Author(s)

Diego J. Pedregal