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 2.0 Index]