tsdecompose: Model Decomposition

In tsmodels/tsvets: Vector ETS Models

Model Decomposition

Description

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

Usage

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

Arguments

object	an object of class “tsvets.estimate”.
simplify	simplification of the returned states aggregates the level and slope (if present) into a Trend, Seasonal, X and Irregular components.
...	not currently used.

Value

A list of xts matrices with the state components (including error).

tsmodels/tsvets documentation built on June 13, 2022, 2:14 p.m.