nobs.tsissm.estimate

nobs

Extract the number of observations from an estimated model.
This is principally intended to be used in computing BIC and used in other
tidy methods

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

nobs.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

Extract the Number of Observations — nobs.tsissm.estimate

<dl>

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


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

</dl>

nobs.tsissm.estimate: Extract the Number of Observations

Description

Usage

Value

Arguments