stsm_constraints {autostsm} R Documentation

## Set the inequality constraints for estimation

### Description

Inequality constraints: ineqA

### Usage

stsm_constraints(
prior,
par,
freq,
unconstrained,
det_trend,
det_drift,
det_cycle,
det_seas,
det_obs,
saturating_growth
)


### Arguments

 prior A data table created by stsm_prior par parameter values for the state space model freq Frequency of the data unconstrained Whether to remove inequality constraints on the trend during estimation det_trend Set the trend error variance to 0 (deterministic trend) det_drift Set the drift error variance to 0 (deterministic drift) det_cycle Set the cycle error variance to 0 (deterministic cycle) det_seas Set the seasonality error variances to 0 (deterministic seasonality) det_obs Set the observation equation error variance to 0 (deterministic observation equation) saturating_growth Force the growth rate to converge to 0 in the long term

### Value

list containing the initial values for the Kalman filter

[Package autostsm version 3.0.1 Index]