ajdmom.mdl_svcj.mom.moment_y

ajdmom.mdl_svcj.mom.moment_y(n)[source]

moment of \(y_t\)

Parameters:

n (int) – order of the moment

Returns:

poly with keyfor = (‘e^{kt}’, ‘t’, ‘k^{-}’, ‘mu’, ‘E[v]’, ‘theta’, ‘sigma’, ‘rho’, ‘lmbd’, ‘mu_v’, ‘rhoJ’, ‘mu_s’, ‘sigma_s’)

Return type:

Poly