StructTS.xts: StructTS for xts Objects

Description Usage Arguments Details Value Author(s) Examples

Description

Fitting structural time series models for xts objects

Usage

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## S3 method for class 'xts'
StructTS(x, ...)

Arguments

x

an xts object

...

additional arguments to be passed to the stats function which drives these methods.

Details

Currently little more than thin wrappers to stats::StructTS for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.

Value

A StructTS object with the residuals and fitted values coerced back to xts objects.

Author(s)

Michael Weylandt

Examples

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# Hopefully we don't break this
example("StructTS","stats")

R-Finance/xtsExtra documentation built on May 8, 2019, 4:51 a.m.