Extracting the autocorrelation parameter

The function rho returns the autocorrelation parameter from either a praislm or a twoStepsBenchmark object. If include.rho is FALSE, rho returns zero.

Usage

rho(object)

Arguments

object

a praislm or twoStepsBenchmark object.

Value

a double of length 1.

Examples

benchmark <- twoStepsBenchmark(turnover,construction,include.rho = TRUE); rho(benchmark)
#> [1] 0.8450681