View source: R/UCS3functions.R
getp0 | R Documentation |
Get initial conditions for parameters of UComp
object
getp0(y, model = "llt/equal/arma(0,0)", periods = NA)
y |
a time series to forecast. |
model |
any valid |
periods |
vector of fundamental period and harmonics required. |
Provides initial parameters of a given model for the time series.
They may be changed arbitrarily by the user to include as an input p0
to
UC
or UCmodel
functions (see example below).
There is no guarantee that the model will converge and selecting initial conditions
should be used with care.
A set of parameters p0 of an object of class UComp
to use as input to UC
, UCmodel
or UCsetup
.
Diego J. Pedregal
UC
, UCvalidate
, UCfilter
, UCsmooth
,
UCdisturb
, UCcomponents
,
UChp
## Not run:
p0 <- getp0(log(AirPassengers), model = "llt/equal/arma(0,0)")
p0[1] <- 0 # p0[1] <- NA
m <- UCmodel(log(AirPassengers), model = "llt/equal/arma(0,0)", p0 = p0)
## End(Not run)
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