This function is an interface to the methods available in the package for fitting a structural time series model (maximum likelihood in the time and frequency domain via different optimization algorithms).
an object of class stsm.
a character indicating the method to be used.
further arguments to be passed to the the function selected in
vector or matrix of external regresors.
This interface is useful to simplify the code and reduce the number of
arguments in functions that call some of those functions that can be specified
For example, the package tsoutliers uses:
do.call("stsmFit", args = c(list(x = y, args.tsmethod)),
args.tsmethod is a list containing the arguments to
be passed to
stsmFit, which includes
Thus, the code is simplified since no
statements are necessary; the number of arguments is also reduced
since those that are passed tot the function specified in
stsm.method are gathered in a list.
The external regressors can be defined in the input object
x of class stsm. This is the way the recommend specification
for functions maxlik.td and maxlik.fd. This interface allows
xreg as an argument passed to this function because it
simplifies the code in some functions of package tsoutliers.
x@xreg are both not
NULL and error is returned.
A list of class
See the section ‘Value’ in
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