ajdmom.mdl_svij.cond2_mom.moments_y_to¶
- ajdmom.mdl_svij.cond2_mom.moments_y_to(l)[source]¶
conditional moments of \(y_t\) of orders \(0:l\)
- Parameters:
l (int) – highest order of the conditional moments to derive, >= 1
- Returns:
a list of polys with attribute
keyfor= (‘e^{kt}’,’t’,’k^{-}’,’beta_t’,’mu-theta/2’,’v0-theta’,’theta’,’sigma’, ‘l_{1:n}’, ‘o_{1:n}’, ‘p’, ‘sigma/2k’,’rho-sigma/2k’,’sqrt(1-rho^2)’, ‘lmbd_s’, ‘mu_s’, ‘sigma_s’), now ‘p’ encoding power of \(I\!Z_t\).- Return type: