PTSestim {UComp}

PTSestim

Description

Estimates and forecasts PTS models

Usage

PTSestim(m)

Arguments

m

an object of type PTS created with PTSmodel

Details

PTSestim estimates and forecasts a time series using an a PTS model

Value

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

• p0: Initial values for parameter search

• p: Estimated parameters

• lambda: Estimated Box-Cox lambda parameter

• v: Estimated innovations (white noise in correctly specified models)

• yFor: Forecasted values of output

• yForV: Variance of forecasted values of output

Author(s)

Diego J. Pedregal

See Also

PTSmodel, PTSsetup, PTSvalidate, PTScomponents, PTS

Examples

## Not run: 
m1 <- PTSsetup(log(AirPassengers))
m1 <- PTSestim(m1)

## End(Not run)