Description Usage Arguments Details Author(s) See Also Examples
Auxiliary function for modelling the time-dependent trend patterns
when formulating ssm models.
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time |
a vector giving the observation times, eg. |
period |
the period of the seasonal pattern. |
degree |
the degree of the trigonometric polynomial or the degree of the polynomial time trend. |
polytrig defines a trigonometric polynomial in time,
polytime defines a polynomial time trend, sumseason
produces a seasonal pattern in which the factors sum to zero over the
period, and season defines a factor. The functions polytrig and
season can be used outside the ssm call. However,
polytime and sumseason are treated mainly inside the
ssm call.
Claus Dethlefsen and Søren Lundbye-Christensen.
ssm, kfilter,
smoother, getFamily.
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