regime {tsDyn} | R Documentation |
This function allows to extract the indicator variable specifying the regime in which the process is at time t.
regime(object, ...) ## Default S3 method: regime(object, ...)
object |
object of class setar |
... |
additional arguments to regime |
Time series of same attributes as input to setar.
Matthieu Stigler
set<-setar(lynx, m=3) regime(set)