<code>ks</code> computes smoothed states and their covariance matrices.

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

ks function

<dl><dt>mdl</dt>
<dd>an object of class <code>ssm</code>.</dd>
<dt>x0</dt>
<dd>initial state vector.</dd>
<dt>P0</dt>
<dd>covariance matrix of x0.</dd></dl>

Arguments

Kalman smoother for SS models — ks

<dl>

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


<dt>x0</dt>
<dd>initial state vector.</dd>


<dt>P0</dt>
<dd>covariance matrix of x0.</dd>

</dl>

ks: Kalman smoother for SS models

Description

Usage

Arguments