arimaXKalman {KarsTS}

arimaXKalman: ARIMAX + Kalman smoother

Description

This function fits an ARIMAX model to a time series and uses the model to feed a Kalman smoother, which is used to fill missing values in the time series. It is used through the ARIMAX button in the Filling Menu.

Details

The only difference between this function and arimaKalman is that arimaXKalman allows the introduction of regressor variables in the model. See arimaKalman for more details.

Value

The filled time series appears in the environment susEnv

Author(s)

Marina Saez Andreu