PTSestim | R Documentation |
Estimates and forecasts PTS models
PTSestim(m)
m |
an object of type |
PTSestim
estimates and forecasts a time series using an
a PTS model
The same input object with the appropriate fields filled in, in particular:
p0: Initial values for parameter search
p: Estimated parameters
lambda: Estimated Box-Cox lambda parameter
v: Estimated innovations (white noise in correctly specified models)
yFor: Forecasted values of output
yForV: Variance of forecasted values of output
Diego J. Pedregal
PTSmodel
, PTSsetup
, PTSvalidate
,
PTScomponents
, PTS
## Not run:
m1 <- PTSsetup(log(AirPassengers))
m1 <- PTSestim(m1)
## End(Not run)
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