DR: Create an Drift (DR) Process

In simts: Time Series Analysis Tools

Create an Drift (DR) Process

Description

Sets up the necessary backend for the DR process.

Usage

DR(omega = NULL)

Arguments

omega

A double value for the slope of a DR process (see Note for details).

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "DR"

theta

slope

print

String containing simplified model

plength

Number of parameters

obj.desc

y desc replicated x times

obj

Depth of parameters e.g. list(1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model:

Y_t = \omega t

Author(s)

James Balamuta

Examples

DR()
DR(omega=3.4)

simts documentation built on Aug. 31, 2023, 5:07 p.m.