Create a DLM for seasonal factors
The function creates a DLM representation of seasonal component.
1 2 3
how many seasons?
variance of the observation noise.
diagonal elements of the variance matrix of the system noise.
m0, the expected value of the pre-sample state vector.
C0, the variance matrix of the pre-sample state vector.
An object of class dlm representing a seasonal factor for a process
Giovanni Petris GPetris@uark.edu
Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with R, Springer (2009).
Harvey, Forecasting, structural time series models and the Kalman filter, Cambridge University Press, 1989.
dlmModTrig for the Fourier
representation of a seasonal component.
## seasonal component for quarterly data dlmModSeas(4, dV = 3.2)
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.