Description Usage Arguments Value Author(s) Examples
Kalman filter an estimated model from tcs_decomp_estim object
1 | tcs_decomp_filter(model, y = NULL, exo = NULL, plot = F)
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model |
Structural time series model estimated using tcs_decomp_estim. |
y |
Univariate time series of data values. May also be a 2 column data frame containing a date column. |
plot |
Logial, whether to plot the output or not. |
List of data tables containing the filtered and smoothed series.
Alex Hubbard (hubbard.alex@gmail.com)
1 | tcs_decomp_filter(y = DT[, c("date", "y")], model = model)
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