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Time Varying Regressor

Source: R/jd3_ssf.R
var_reg.Rd

Time Varying Regressor

Usage

var_reg(name, x, stderr, scale = 1, fixed = FALSE)

Arguments

x

Regression variable. Numerics

stderr

Standard error of the innovations of the coefficient (1 in extrapolation)

scale

Scaling factor

fixed

Fixed scaling factor

Examples

 x<-rjd3toolkit::retail$BookStores
 std<-rep(1, length(x))
 std[c(20, 50, 150)]<-5
 v<-var_reg("vx", x, std, 0.1)