PTScomponents {UComp}

PTScomponents

Description

Estimates components of PTS models

Usage

PTScomponents(m)

Arguments

m

an object of type PTS created with PTSmodel

Value

The same input object with the appropriate fields filled in, in particular:

• comp: Estimated components in matrix form

Author(s)

Diego J. Pedregal

See Also

PTSmodel, PTSsetup, PTSestim, PTSvalidate, PTS

Examples

## Not run: 
m1 <- PTS(log(AirPassengers))
m1 <- PTScomponents(m1)

## End(Not run)