add_polynomial: Polynomial Trend Component

In tsaux: Time Series Forecasting Auxiliary Functions

Polynomial Trend Component

Description

Polynomial Trend Component

Usage

add_polynomial(x, ...)

## S3 method for class 'issm.component'
add_polynomial(
  x,
  order = 1,
  alpha = 0.1,
  beta = 0.01,
  phi = 1,
  l0 = 100,
  b0 = 1,
  ...
)

Arguments

x	an object of class issm.component or other supported class.
...	additional parameters.
order	the order of the polynomial (min 1 and max 2).
alpha	the decay coefficient on the error of the level.
beta	the decay coefficient on the error of the slope.
phi	dampening parameter for the slope.
l0	initial level.
b0	initial slope.

Value

An object of class issm.component updated with the polynomial trend component.

tsaux documentation built on April 4, 2025, 3:08 a.m.