add_polynomial: Polynomial Trend Component

In tsmodels/tssimulator: Time Series Simulation

Polynomial Trend Component

Description

Polynomial Trend Component

Usage

## S3 method for class 'tsissm.component'
add_polynomial(
  x,
  order = 1,
  alpha = 0.1,
  beta = 0.01,
  phi = 1,
  l0 = 100,
  b0 = 1,
  ...
)

add_polynomial(x, ...)

Arguments

x	an object of class tsissm.component or other supported class.
order	the order of the polynomial (min 1 and max 2).
alpha	the decay coefficient on the error of the level.
beta	the decay coefficient on the error of the slope.
phi	dampening parameter for the slope.
l0	initial level.
b0	initial slope.
...	additional parameters.

Value

An object of class tsissm.component updated with the polynomial trend component.

tsmodels/tssimulator documentation built on April 29, 2024, 9:11 a.m.