Retrieves the stdev of the components of the model (univariate case) or of the components corresponding to a given equation (multivariate case)

Retrieves the stdev of the components of the model (univariate case) or of the components corresponding to a given equation (multivariate case)

Usage

smoothed_components_stdev(model, equation = 1)

Arguments

model

Estimated state space model

equation

Equation containing the components

Value

A matrix with the stdev of the components