IARfit: Fitted Values of IAR model

In iAR: Irregularly Observed Autoregressive Models

Fitted Values of IAR model

Description

Fit an IAR model to an irregularly observed time series.

Usage

IARfit(phi, y, st, standardized = TRUE, zero.mean = TRUE)

Arguments

phi	Estimated phi parameter by the iAR model.
y	Array with the time series observations.
st	Array with the irregular observational times.
standardized	logical; if TRUE, the array y is standardized; if FALSE, y contains the raw time series
zero.mean	logical; if TRUE, the array y has zero mean; if FALSE, y has a mean different from zero.

Value

Fitted values of the iAR model

References

\insertRef

Eyheramendy_2018iAR

See Also

gentime, IARsample, IARloglik, IARkalman

Examples

set.seed(6714)
st<-gentime(n=100)
y<-IARsample(phi=0.99,st=st,n=100)
y<-y$series
phi=IARloglik(y=y,st=st)$phi
fit=IARfit(phi=phi,y=y,st=st)

iAR documentation built on Nov. 25, 2022, 1:06 a.m.