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.

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

state: Extract State

Description

Usage

Arguments

Value

concept

Details

See Also