Create [m x 1] vector of deltas from delta description

Create [m x 1] vector of deltas from delta description

bvar_conj_delta(Y_in, delta)

Arguments

Y_in	multivariate time series
delta	description of delta. May be: one number, "AR1", or ready to go [m x 1] vector

Value

[m x 1] vector of deltas

Details

Create [m x 1] vector of deltas from delta description

Examples

data(Yraw)
dummy <- bvar_conj_delta(Yraw, delta = "AR1")