UComp (version 2.1)

UCestim: UCestim

Description

Estimates and forecasts UC models

Usage

UCestim(sys)

Arguments

sys

an object of type UComp created with UC

Value

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

p

Estimated parameters

v

Estimated innovations (white noise in correctly specified models)

yFor

Forecasted values of output

yForV

Variance of forecasted values of output

criteria

Value of criteria for estimated model

Details

UCestim estimates and forecasts a time series using an UC model. Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

See Also

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

Examples

# NOT RUN {
m1 <- UCsetup(log(AirPassengers))
m1 <- UCestim(m1)
# }