UCcomponents | R Documentation |
Estimates unobserved components of UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.
UCcomponents(sys)
sys |
an object of type |
The same input object with the appropriate fields filled in, in particular:
comp: Estimated components in matrix form
compV: Estimated components variance in matrix form
Diego J. Pedregal
UC
, UCmodel
, UCvalidate
, UCfilter
,
UCsmooth
, UCdisturb
,
UChp
## Not run:
m1 <- UC(log(AirPassengers))
m1 <- UCcomponents(m1)
## End(Not run)
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