fasster (version 0.2.0)

report.FASSTER: Report on a FASSTER model

Description

Prints a detailed report of the estimated variance parameters for a FASSTER model. This includes the state noise variances (W) for each model component and the observation noise variance (V).

Usage

# S3 method for FASSTER
report(object, ...)

Value

Invisibly returns NULL. Called for its side effect of printing the variance report to the console.

Arguments

object

A FASSTER model object.

...

Additional arguments (currently unused).

Details

The report displays:

• State noise variances (W): The variance of the random innovations for each state component, grouped by model term.

• Observation noise variance (V): The variance of the measurement error.

Examples

library(tsibble)
fit <- as_tsibble(mdeaths) |>
  model(FASSTER(value ~ trend(1) + fourier(12)))

# Print variance report
report(fit)