# tsSmooth

0th

Percentile

##### Use Fixed-Interval Smoothing on Time Series

Performs fixed-interval smoothing on a univariate time series via a state-space model. Fixed-interval smoothing gives the best estimate of the state at each time point based on the whole observed series.

Keywords
ts
##### Usage
tsSmooth(object, …)
##### Arguments
object

a time-series fit. Currently only class "StructTS" is supported

possible arguments for future methods.

##### Value

A time series, with as many dimensions as the state space and results at each time point of the original series. (For seasonal models, only the current seasonal component is returned.)

##### References

Durbin, J. and Koopman, S. J. (2001) Time Series Analysis by State Space Methods. Oxford University Press.

KalmanSmooth, StructTS.
For examples consult AirPassengers, JohnsonJohnson and Nile.