stsm_init_pars {autostsm}R Documentation

Get initial parameter estimates for estimation

Description

Get initial parameter estimates for estimation

Usage

stsm_init_pars(
  y,
  freq,
  trend,
  cycle,
  decomp = "",
  seasons = NULL,
  prior = NULL,
  sig_level = 0.01
)

Arguments

y

an object created from stsm_detect_frequency

freq

Frequency of the data

trend

Trend specification ("random-walk", "random-walk-drift", "double-random-walk", "random-walk2").

cycle

The period for the longer-term cycle

decomp

Decomposition model ("tend-cycle-seasonal", "trend-seasonal", "trend-cycle", "trend-noise")

seasons

The seasonal lengths to split the seasonality into

prior

A data table created by stsm_prior

sig_level

Significance level for statistical tests

Value

named vector containing the initial parameter estimates for estimation


[Package autostsm version 2.0 Index]