Nothing
Call:
TFPmodel(tsl = tsList, cycle = "RAR2")
State space model object of class TFPmodel
cycle RAR2
trend DT
cubs
cycle lags 0
error term iid normal
exogenous variables -
anchor
value -
horizon -
dimensions
number of observations 36
period 1985 - 2020
frequency annual
Object is a valid object of class TFPmodel.
Call:
fit.TFPmodel(model = model)
State space model object of class TFPmodel
cycle RAR2
trend DT
cubs
cycle lags 0
error term iid normal
exogenous variables -
anchor
value -
horizon -
dimensions
number of observations 36
period 1985 - 2020
frequency annual
Maximum likelihood estimation results
cycle
Coefficient Standard Error t-statistic p-value
cA 0.533 0.153 3.49 0.000485
cSigma 0.862 0.226 3.82 0.000133
cTau 8.709 3.270 2.66 0.007746
trend
Coefficient Standard Error t-statistic p-value
tdOmega 0.5016 0.3853 1.30 0.193
tdPhi 0.8944 0.1019 8.77 0.000
tdSigma 0.0777 0.0668 1.16 0.245
cubs
Coefficient Standard Error t-statistic p-value
cuC0 2.72 0.296 9.17 0.00000
cuConst 0.21 0.915 0.23 0.81825
cuSigma 1.53 0.561 2.73 0.00631
RMSE: 2.89
R2: 0.367
Box-Ljung test: X-squared = 2.17, df = 7.2, p-value = 0.956
loglik AIC BIC HQC signal-to-noise
-120.28316 258.56631 272.81799 263.54053 0.09013
Call:
fit.TFPmodel(model = model, method = "bayesian", R = 1000, thin = 2,
MLEfit = f)
State space model object of class TFPmodel
cycle RAR2
trend DT
cubs
cycle lags 0
error term iid normal
exogenous variables -
anchor
value -
horizon -
dimensions
number of observations 36
period 1985 - 2020
frequency annual
MCMC estimation results
cycle
Mean Median 85% HPDI-LB 85% HPDI-UB
cA 0.417 0.410 0.164 0.656
cSigma 1.077 0.915 0.521 1.462
cTau 8.079 7.589 3.086 12.394
trend
Mean Median 85% HPDI-LB 85% HPDI-UB
tdOmega 0.0145 0.0143 -0.000777 0.0258
tdPhi 0.9447 0.9628 0.900142 0.9898
tdSigma 0.0519 0.0424 0.015013 0.0832
cubs
Mean Median 85% HPDI-LB 85% HPDI-UB
cuC0 2.74864 2.712603 2.2410 3.1618
cuConst -0.00115 0.000207 -0.0722 0.0693
cuSigma 2.78277 2.611966 1.6156 3.7409
MRMSE signal-to-noise
1.48578 0.04823
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