UComp (version 5.1)

TETScomponents: TETScomponents

Description

Estimates components of TOBIT TETS models

Usage

TETScomponents(m)

Value

The same input object with the appropriate fields filled in, in particular:

comp

Estimated components in matrix form

Arguments

m

an object of type TETS created with TETSforecast

Author

Diego J. Pedregal

See Also

TETS, TETSforecast, TETSvalidate, TETSestim

Examples

if (FALSE) {
m1 <- TETS(log(gdp))
m1 <- TETScomponents(m1)
}