tsdecompose: Model Decomposition

In tsmodels/tsets: Exponential Smoothing Models

Model Decomposition

Description

Decomposes the estimated model or prediction into its component parts (states).

Usage

## S3 method for class 'tsets.estimate'
tsdecompose(object, simplify = FALSE, ...)

## S3 method for class 'tsets.predict'
tsdecompose(object, simplify = FALSE, ...)

Arguments

object	an object of class “tsets.estimate” or “tsets.predict”
simplify	whether to return the components as Trend (Level + Slope), Seasonal, X and Irregular.
...	not currently used.

Value

For the estimated object, returns an xts matrix of the state components (including error). For the predicted object, a list with the simulated object which includes the predictive distribution matrix of the state components and their estimated values, inheriting class “tsmodel.predict” (for pretty plotting functionality).

tsmodels/tsets documentation built on Oct. 8, 2022, 9:15 a.m.