arimaKalman: arimaKalman: ARIMA + Kalman smoother

In KarsTS: An Interface for Microclimate Time Series Analysis

Description

This function fits an ARIMA model to a univariate time series and uses the model to feed a Kalman smoother, which is used to fill missing values in the time series. It is used through the ARIMA button in the Filling Menu.

Details

This function input panel contains a button called "Estimate ARIMA parameters"; this button calls the function forecast::auto.arima to provide an automatic estimation of the ARIMA parameters.These parameters can also be directly introduced by the user. Optionally, the filling can be applied only to a set of gaps in the time series. If the time series does not contain any NAs, KarsTS will fit the ARIMA model anyway and return the parameters.

Value

The filled time series appears in the environment susEnv

Author(s)

Marina Saez Andreu

KarsTS documentation built on Jan. 16, 2021, 5:07 p.m.