ajdmom.mdl_srjd.mom.moment_v

ajdmom.mdl_srjd.mom.moment_v(n, simplify=True)

moment of the state \(v_t\)

unconditional moment, noting that \(v_t = (v_t - E[v_t]) + E[v_t]\), the frist moment \(E[v] = \theta + \lambda\mu_v/k\)

Parameters:

• n (int) – order of the unconditional moment

• simplify (bool) – whether to simplify the moment

Returns:

if simplify = True, poly with keyfor = (‘k^{-}’, ‘theta’, ‘sigma’, ‘lmbd’, ‘mu_v’), otherwise, (‘k^{-}’, ‘E[v]’, ‘sigma’, ‘lmbd’, ‘mu_v’)

Return type:

Poly