state

An object of class `TSestModel' with state information (filter or smoother)
     or containing an 'SS' model from which to estimate the state.

logical indicating if the smoother state should be returned.

smoother

logical indicating if the filtered state should be returned.

filter

Extract state information from estimated SS model.

Paul Gilbert

Multivariate Time Series Library For each package
        there is a section of the Users' Guide available in doc/*.pdf
        and these are combined in dse1/doc/dse-guide.pdf. The package
        dse1 is the base system, including multivariate ARMA and State
        Space models. Package dse2 has extensions for evaluating
        estimation techniques, forecasting, and for evaluating
        forecasting models. These packages require the packages setRNG
        and tframe.

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state: Extract State

Description

Usage

Arguments

Value

concept

Details

See Also