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fit2autocov fits a STS model to a vector of theoretical
autocovariances.
fit2autocov(mdl, ...)# S3 method for stsm
fit2autocov(mdl, g, method = "BFGS", show.iter = FALSE, ...)
an object of class stsm.
other arguments.
a vector of theoretical autocovariances (gamma[k], k= 0, ..., K).
optimation method.
logical. If TRUE, estimates at each iteration are printed.
An object of class stsm.
# NOT RUN {
um1 <- um(Nile, i = 1, ma = 1)
g <- autocov(um1, lag.max = 1)
# Local level model
b <- 1
C <- as.matrix(1)
stsm1 <- stsm(Nile, b, C, s2v = c(lvl = 0.5), s2u = c(irr = 1), fit = FALSE)
stsm2 <- fit2autocov(stsm1, g)
stsm2
# }
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