PibDetteDemoc

datasets

Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations.  Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only. Most functions of the package handle missing values.

Valerie Monbet

NHMSAR

Non-Homogeneous Markov Switching Autoregressive Models

PibDetteDemoc function

A data frame with 3198 observations on the following 5 variables.
  <dl class="dl-horizontal">
    <dt><code>year</code></dt><dd> year </dd>
    <dt><code>PIB</code></dt><dd>GDP</dd>
    <dt><code>Dette</code></dt><dd>debt</dd>
    <dt><code>Democratie</code></dt><dd>democratie indice</dd>
    <dt><code>country</code></dt><dd>country</dd>
  </dl>

Format


 — PibDetteDemoc

A data frame with 3198 observations on the following 5 variables.
  <dl class='dl-horizontal'>
    <dt><code>year</code></dt><dd> year </dd>
    <dt><code>PIB</code></dt><dd>GDP</dd>
    <dt><code>Dette</code></dt><dd>debt</dd>
    <dt><code>Democratie</code></dt><dd>democratie indice</dd>
    <dt><code>country</code></dt><dd>country</dd>
  </dl>

PibDetteDemoc:

Description

Usage

Arguments

Format

Examples