Displaying 1 result from an estimated 1 matches for "rt_init_cond".
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xt_init_cond
2013 Jan 03
2
simulation
...c(Vt[1]-Pt[1])
for(i in 2:(n)){
Xt[i]<-c(Vt[i-1]-Pt[i-1])
}
Xt<-ts(Xt[(length(Xt)-n+1):length(Xt)])
plot(Xt)
## Eq. 14 (pice dynamics)
P_init_cond<-0
Pt<-Rt*0
Pt[1]<-P_init_cond+Rt[1]
for(i in 2:(n+100)) {
Pt[i]<-Pt[i-1]+Rt[i]
}
Pt<-ts(Pt[(length(Pt)-n+1):length(Pt)])
plot(Pt)
Rt_init_cond<-0
Rt<-Rt_init_cond*0
Rt[2]<- -a*Rt[1]+a*Et[1]+e[2]
for(i in 2:(n)){
Rt[i]<- -a*Rt[i-1]+a*Et[i-1]+e[i]
}
Rt<-ts(Rt[(length(Rt)-n+1):length(Rt)])
plot(Rt)
I don’t think the code above is correct, and I don’t even know if this is the approach I have to take.
Any suggestion is warmly a...