AIC.ssm

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

AIC.ssm function

<dl><dt>object</dt>
<dd>an object of class <code>ssm</code>.</dd>
<dt>k</dt>
<dd>numeric, penalty per parameter (default is 2).</dd>
<dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

AIC for fitted state space models — AIC.ssm

<dl>

<dt>object</dt>
<dd>an object of class <code>ssm</code>.</dd>


<dt>k</dt>
<dd>numeric, penalty per parameter (default is 2).</dd>


<dt>...</dt>
<dd>additional arguments.</dd>

</dl>

AIC.ssm: AIC for fitted state space models

Description

Usage

Value

Arguments