UComp (version 2.1)

UCcomponents: UCcomponents

Description

Estimates components of UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

Usage

UCcomponents(sys)

Arguments

sys

an object of type UComp created with UC

Value

The same input object with the appropriate fields filled in, in particular:

comp

Estimated components in matrix form

compV

Estimated components variance in matrix form

See Also

UC, UCmodel, UCvalidate, UCfilter, UCsmooth, UCdisturb, UChp

Examples

# NOT RUN {
m1 <- UC(log(AirPassengers))
m1 <- UCcomponents(m1)
# }