fitted.tsissm.estimate

fitted

Extract the fitted values from an estimated model.

Unobserved components time series model using the linear innovations state space representation (single source of error) with choice of error distributions and option for dynamic variance. Methods for estimation using automatic differentiation, automatic model selection and ensembling, prediction, filtering, simulation and backtesting. Based on the model described in Hyndman et al (2012) <doi:10.1198/jasa.2011.tm09771>.

Alexios Ghalanos

tsissm

Linear Innovations State Space Unobserved Components Model

Alexios Galanos

fitted.tsissm.estimate function

<dl><dt>object</dt>
<dd>an object of class &#8220;tsissm.estimate&#8221;.</dd>
<dt>...</dt>
<dd>not currently used.</dd></dl>

Arguments

Model Fitted Values — fitted.tsissm.estimate

<dl>

<dt>object</dt>
<dd>an object of class &#8220;tsissm.estimate&#8221;.</dd>


<dt>...</dt>
<dd>not currently used.</dd>

</dl>

fitted.tsissm.estimate: Model Fitted Values

Description

Usage

Value

Arguments