fitted.KFS

object

The start time of the period of interest.
  Defaults to first time point of the object.

start

The end time of the period of interest.
  Defaults to the last time point of the object.

Logical, return filtered instead of
  smoothed estimates of mean vector. Default is
  <code>FALSE</code>.

filtered

Extracts fitted values from output of <code>KFS</code>.

Package KFAS provides functions for Kalman filtering, smoothing,
    forecasting and simulation of multivariate exponential family state space
    models with exact diffuse initialization when distributions of some or all
    elements of initial state vector are unknown.

fitted.KFS: Extract Fitted Values of State Space Model

Description

Usage

Arguments

Value