Description Usage Arguments Value
Adaptadacao da funcao SSMarima do package KFAS para permitir parametros regressivos diferentes entre as series
1 2 |
ar |
a list of numeric vector containing the autoregressive coeffients. |
ma |
nao usado (sempre NULL). |
d |
a degree of differencing (nao usado, sempre 0) |
Q |
a p x p covariance matrix of the disturbances (or in the time varying case p x p x n array), where $p$ = length(index) |
stationary |
logical value indicating whether a stationarity of the arima part is assumed. Defaults to TRUE. |
index |
A vector indicating for which series the corresponding components are constructed. |
n |
Length of the series, only used internally for dimensionality check. |
ynames |
names of the times series, used internally. |
Object of class SSModel (ver SSModel)
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