Hi everybody, I am trying to replicate the formula shown in the attachment. I want to estimate tau using a macroeconomic variable X at month t using k lags of the variable X. My code so far looks as follows:
psi <- fn(...) k <- 1:K ltau <- m + theta*sum(psi*X[t-k]) Unfortunately, if I run the code as shown the result I get is NA but I want to obtain a list of ltaus at month t. ltau <- m + theta*sum(psi*X[t-k]) > ltau [1] NA Hence I defined t and ran X[t-k] and get following results. That is, X[t-k] provides every third element in my data table three times instead of calculating the sum of the lagged observations multiplied with psi t<-1:15 > t [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 > X[t-k] [1] -0.25 -0.25 -0.25 0.50 0.50 0.50 -0.44 -0.44 -0.44 0.15 0.15 0.15 How do I get the list of taus at month t based on the sum of lagged observations as shown in the attachment? Thanks in advance
______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
