.checkTfp: Checks the input variables for the procedure `TFPmodel` for consistency and validity.

Description

Checks the input variables for the procedure TFPmodel for consistency and validity.

.checkTfp(
  tsl,
  trend,
  cycle,
  cycleLag,
  cubsAR,
  errorARMA,
  start,
  end,
  anchor,
  anchor.h
)

tsl: A list of time series objects, see details.
trend: A character string specifying the trend model. trend = "RW1" denotes a first order random walk, trend = "RW2" a second order random walk (local linear trend) and trend = "DT" a damped trend model. The default is trend = "DT".
cycle: A character string specifying the cycle model. cycle = "AR1" denotes an AR(1) process, cycle = "AR2" an AR(2) process, cycle = "RAR2" a reparametrized AR(2) process. The default is cycle = "AR2".
cycleLag: A non-negative integer specifying the maximum cycle lag that is included in the CUBD equation. The default is cycleLag = 0, see details.
cubsAR: A non-negative integer specifying the maximum CUBS lag that is included in the CUBS equation. The default is cubsAR = 0, see details.
errorARMA: A vector with non-negative integers specifying the AR and MA degree of the error term in the CUBS equation.
start: (Optional) Start vector for the estimation, e.g. c(1980, 1).
end: (Optional) End vector for the estimation, e.g. c(2020, 1).
anchor: (Optional) Snchor value for the log of the TFP trend.
anchor.h: (Optional) Anchor horizon in the frequency of the given time series.