ajdmom.mdl_svvj.cmom.cmoment_y

ajdmom.mdl_svvj.cmom.cmoment_y(n)

central moment of \(y_t\)

Central moment \(E[\bar{y}_t^n] = E[(y_t - E[y_t])^n]\)

Parameters:

n (int) – order of the central moment

Returns:

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

Return type:

Poly