plot.tsissm.estimate

plot

plot.tsissm.simulate

plot.tsissm.profile

Plots for objects generated from the tsissm functions.

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

plot.tsissm.estimate function

<dl><dt>x</dt>
<dd>an object of class &#8220;tsissm.estimate&#8221;, &#8220;tsissm.simulate&#8221;
or &#8220;tsissm.profile&#8221;.</dd>
<dt>y</dt>
<dd>not used.</dd>
<dt>...</dt>
<dd>additional arguments passed to the underlying plot function.</dd>
<dt>type</dt>
<dd>type of profile plot for objects of class &#8220;tsissm.profile&#8221;.</dd></dl>

Arguments

Object Plots — plot.tsissm.estimate

<dl>

<dt>x</dt>
<dd>an object of class &#8220;tsissm.estimate&#8221;, &#8220;tsissm.simulate&#8221;
or &#8220;tsissm.profile&#8221;.</dd>


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


<dt>...</dt>
<dd>additional arguments passed to the underlying plot function.</dd>


<dt>type</dt>
<dd>type of profile plot for objects of class &#8220;tsissm.profile&#8221;.</dd>

</dl>

plot.tsissm.estimate: Object Plots

Description

Usage

Value

Arguments