tsDyn (version 0.7-30)

regime: Extract variable showing regime

Description

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

Usage

regime(object, ...)
## Default S3 method:
regime(object, ...)

Arguments

object

object of class setar

...

additional arguments to regime

Value

• Time series of same attributes as input to setar.

Examples

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