tsspec.tsissm.estimate {tsissm} | R Documentation |
Model Specification Extractor
Description
Extracts a model specification (class “tsissm.spec”) from an object of class “tsissm.estimate”.
Usage
## S3 method for class 'tsissm.estimate'
tsspec(
object,
y = NULL,
lambda = NULL,
xreg = NULL,
parameters = "initial",
...
)
Arguments
object |
an object of class “tsissm.estimate”. |
y |
an optional new xts vector. |
lambda |
an optional lambda parameter for the Box Cox transformation (if previously used). |
xreg |
an optional matrix of regressors. |
parameters |
whether to set the parameters to their initial values, “initial” or the optimally estimated “optimal”. |
... |
not currently used. |
Value
An object of class “tsissm.spec”.
Note
This function is used by other functions in the package such as the backtest which requires rebuilding the specification for each re-estimation step with updated data but keeping all else equal.
[Package tsissm version 1.0.1 Index]