Ensembles estimated, predicted and simulated objects arising from the automatic selection method.
# S3 method for tsissm.selection
tsensemble(object, weights = NULL, start = 1, ...)# S3 method for tsissm.selection_predict
tsensemble(object, weights = NULL, start = 1, ...)
# S3 method for tsissm.selection_simulate
tsensemble(object, weights = NULL, start = 1, ...)
For the estimated object, a list with the weighted fit and errors, whilst for the predicted and simulated objects a list with the ensemble predictions as a “tsmodel.predict” object. If the models were all estimated with the same Box Cox lambda, then the weighted state decomposition is also returned inside the “tsmodel.predict” object. Additionally, for the predicted object, the ensemble analytic mean is also returned.
an object of class “tsissm.selection”, “tsissm.selection_predict” or “tsissm.selection_simulate”.
a vector of weights equal to the number of models to be ensembled.
the index for the state decomposition (when all lambda equal). If 1, will return the predicted states else will return the lagged predicted states (which can be summed to return the predictive distribution).
not used.