inital_val {EXPAR}

Initial values for fitting EXPAR model

Description

Determines the initial values to be used during parameter estimation.

Usage

inital_val(ts_data, order)

Arguments

ts_data

A univarite time series data, to which an EXPAR model is to be fitted.

order

Order p of the EXPAR model to be considered.

Details

This function determines the initial values required for optimising the parameters of EXPAR model. The initial values are extracted from an ARIMA(p,d,0) model with the same order and appropriate differencing. These will act as default initial values in the optimise_EXPAR() and best_EXPAR() functions, unless specified by user. Without these values, the optimisation process may fail.

Value

It returns the initial values of the EXPAR model over which optimisation is to be done parameter estimation.

Examples

datats <- ts(egg_price_index[,3], start = c(2013, 1), frequency = 12)
inital_val(datats, 2)