Description Usage Arguments Value Author(s) References See Also Examples

Estimate unobserved components with the Kalman smoother to a fitted CAR model.

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`x` |
the result of estimated components by |

`comp` |
a numeric vector from which components are estimaed |

`plot.it` |
plot the component? |

`xlab` |
name of xlab |

`ylab` |
name of ylab |

`na.action` |
how to handle NAs? |

`...` |
further graphical parameters. |

A component is computed from the estimated components for each root of the characteristic equation.

Zhu Wang

Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson,
G. (1994). Parameterization of continuous time autoregressive models
for irregularly sampled time series data. *Journal of the Royal
Statistical Society, Series B, Methodological*,**56**,141–155

Wang, Zhu(2004). *The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation*. PhD thesis, Southern Methodist University

Wang, Zhu (2013). cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter. *Journal of Statistical Software*, **Vol. 53(5)**, 1–19. http://www.jstatsoft.org/v53/i05

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