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dse (version 2003.6-1)

TSmodel: Time Series Models

Description

Construct or extract a "TSmodel" from objects.

Usage

TSmodel(obj, ...)
    ## S3 method for class 'TSmodel':
TSmodel(obj, ...)
    ## S3 method for class 'TSestModel':
TSmodel(obj, ...)
    is.TSmodel(obj)

Arguments

obj
An object containing an object of class TSmodel or a list containing the information necessary to build an object of class "TSmodel".
...
arguments passed to other methods.

Details

This is a generic method which will extract a "TSmodel" from an object (e.g. a TSestModel. The default method will try to build an ARMA or state-space "TSmodel" from a list, which must contain the necessary information.

This class of objects is returned by estimation methods or can be built according to the description for specific sub-classes (eg "ARMA", "SS").

The TSmodel class of objects has methods for the generic functions print, testEqual, seriesNames, seriesNamesInput, seriesNamesOutput, l, roots, stability, forecast, featherForecasts, horizonForecasts, simulate, MonteCarloSimulations

Also, the function is.TSmodel and the functions toSS, toARMA, to.troll are supported. Other model classes inherit from the class TSmodel.

This class of objects contains a time series model. It is the class of objects expected by many of the functions in this library.

Sub-class (e.g. ARMA and SS for linear, time-invariant ARMA and state space models.) are documented individually. Many of the functions in this library are designed for estimating and converting among various representations of these types of models.

See Also

ARMA, SS, TSestModel, TSdata