tsDyn (version 0.7-52)

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,initVal=TRUE,timeAttr=TRUE,...)
## Default S3 method:
regime(object,initVal=TRUE,timeAttr=TRUE,...)

Arguments

object

object of class setar or nlVar

initVal

Logical. Whether the NA initial values should be returned. Default to TRUE.

timeAttr

Logical. Whether the time attributes should be returned. Default to TRUE.

...

additional arguments to regime

Value

• Time series of same attributes as input to setar.

Examples

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

plot(regime(set))