bwidth,deseats-method {deseats} | R Documentation |
Retrieve the Used Bandwidth from an Estimation Object
Description
If either deseats
or s_semiarma
are
used to fit a model to time series data, this method retrieves
the applied bandwidth from the output object.
Usage
## S4 method for signature 'deseats'
bwidth(object)
## S4 method for signature 's_semiarma'
bwidth(object)
Arguments
object |
an object either of class |
Details
When applying deseats
or link{s_semiarma}
,
one approach is to let the functions automatically choose a
bandwidth for locally weighted regression. Using this method,
the applied bandwidth can be retrieved.
Value
A numeric vector of length one that represents the bandwidth used in the smoothing procedure is returned.
Examples
Xt <- log(EXPENDITURES)
smoothing_options <- set_options(order_poly = 3)
est <- deseats(Xt, smoothing_options = smoothing_options)
bwidth(est)
[Package deseats version 1.1.0 Index]