gum.R
In smooth: Forecasting Using State Space Models

## ----global_options, include=FALSE--------------------------------------------
knitr::opts_chunk$set(fig.width=6, fig.height=4, fig.path='Figs/', fig.show='hold',
                      warning=FALSE, message=FALSE)

## ----load_libraries, message=FALSE, warning=FALSE-----------------------------
require(smooth)

## ----gum_N2457----------------------------------------------------------------
gum(AirPassengers, h=18, holdout=TRUE)

## ----gum_N2457_2[1]_1[12]-----------------------------------------------------
gum(AirPassengers, h=18, holdout=TRUE, orders=c(2,1), lags=c(1,12))

## ----Autogum_N2457_1[1]-------------------------------------------------------
auto.gum(AirPassengers, interval=TRUE, silent=FALSE)

## ----gum_N2457_predefined-----------------------------------------------------
	transition <- matrix(c(1,0,0,1,1,0,0,0,1),3,3)
	measurement <- c(1,1,1)
	gum(AirPassengers, h=18, holdout=TRUE, orders=c(2,1), lags=c(1,12), transition=transition, measurement=measurement)