regime {tsDyn}R Documentation

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.

Author(s)

Matthieu Stigler

Examples

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

[Package tsDyn version 0.7-1 Index]