fit.stsm: Estimation of a STS model

In tfarima: Transfer Function and ARIMA Models

Estimation of a STS model

Description

fit fits the stsm to the time series y.

Usage

## S3 method for class 'stsm'
fit(mdl, method = "BFGS", show.iter = FALSE, ...)

Arguments

mdl	an object of class stsm.
method	argument of the optim function.
show.iter	logical value to show or hide the estimates at the different iterations.
...	other arguments.

Value

An object of class "stsm" with the estimated variances.

Examples

# Local level model
b <- 1
C <- as.matrix(1)
stsm1 <- stsm(Nile, b, C, s2v = c(lvl = 0.5), s2u = c(irr = 1), fit = FALSE)
stsm1 <- fit(stsm1, method = "L-BFGS-B")

tfarima documentation built on May 20, 2022, 5:06 p.m.