UCcomponents {UComp}

UCcomponents

Description

Estimates unobserved components of UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

Usage

UCcomponents(sys)

Arguments

sys

an object of type UComp created with UC or UCmodel

Value

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

• comp: Estimated components in matrix form

• compV: Estimated components variance in matrix form

Author(s)

Diego J. Pedregal

See Also

UC, UCmodel, UCvalidate, UCfilter, UCsmooth, UCdisturb, UChp

Examples

## Not run: 
m1 <- UC(log(AirPassengers))
m1 <- UCcomponents(m1)

## End(Not run)