bwidth-deseats-method: Retrieve the Used Bandwidth from an Estimation Object

In deseats: Data-Driven Locally Weighted Regression for Trend and Seasonality in TS

Retrieve the Used Bandwidth from an Estimation Object

Description

If either deseats or s_semiarma are used to fit a model to time series data, this method retrieves the applied bandwidth from the output object.

Usage

## S4 method for signature 'deseats'
bwidth(object)

## S4 method for signature 's_semiarma'
bwidth(object)

Arguments

object

an object either of class "deseats" or "s_semiarma".

Details

When applying deseats or link{s_semiarma}, one approach is to let the functions automatically choose a bandwidth for locally weighted regression. Using this method, the applied bandwidth can be retrieved.

Value

A numeric vector of length one that represents the bandwidth used in the smoothing procedure is returned.

Examples

Xt <- log(EXPENDITURES)
smoothing_options <- set_options(order_poly = 3)
est <- deseats(Xt, smoothing_options = smoothing_options)
bwidth(est)

deseats documentation built on Sept. 11, 2024, 8:24 p.m.