UCfilter {UComp}R Documentation

UCfilter

Description

Runs the Kalman Filter for UC models Standard methods applicable to UComp objects are print, summary, plot, fitted, residuals, logLik, AIC, BIC, coef, predict, tsdiag.

Usage

UCfilter(sys)

Arguments

sys

an object of type UComp created with UC

Value

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

Author(s)

Diego J. Pedregal

See Also

UC, UCmodel, UCvalidate, UCsmooth, UCdisturb, UCcomponents, UChp

Examples

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

## End(Not run)

[Package UComp version 5.0.4 Index]