tsspec: Model Specification Extractor

In tsmodels/tsissm: Linear Innovations State Space Unobserved Components Model

Model Specification Extractor

Description

Extracts a model specification (class “tsissm.spec”) from an object of class “tsissm.estimate”.

Usage

## S3 method for class 'tsissm.estimate'
tsspec(object, y = NULL, lambda = NULL, xreg = NULL, ...)

Arguments

object	an object of class “tsissm.estimate”.
y	an optional new xts vector.
lambda	an optional lambda parameter for the Box Cox transformation (if previously used).
xreg	an optional matrix of regressors.
...	not currently used.

Value

An object of class “tsissm.spec”.

Note

This function is used by other functions in the package such as the backtest which requires rebuilding the specification for each re-estimation step with updated data but keeping all else equal.

tsmodels/tsissm documentation built on Oct. 15, 2022, 6:44 a.m.