arguments.series {BTSR}R Documentation

Shared documentation for the time series

Description

This is the common documentation for arguments related to the observed/simulated time series and its conditional distribution.

Arguments

n

the sample size of the output time series yt after burn-in (simulation only). Default is n = 1.

nnew

optional; the number of out-of sample predicted values required (extract and fit only). Default is nnew = 0.

burn

the length of the ‘burn-in’ period (simulation only). Default is burn = 0. The first burn values of the time series are discarded.

yt

numeric vector with the observed time series (extract and fit only). Missing values (NA's) are not allowed.

y.start

optional; an initial value for Y_t (to initialize recursions when t < 1). Default is y.start = NULL, in which case, the recursion assumes that Y_t = g_{12}^{-1}(0), for t < 1. Only relevant if p > 0.

rho

the quantile being considered in the conditional distribution of Y_t (only present in Kumaraswamy and Unit-Weibull based models). It can be any positive number between 0 and 1. Default is rho = 0.5, which corresponds to the median.

y.lower

the lower limit for the Kumaraswamy density support. Default is y.lower = 0.

y.upper

the upper limit for the Kumaraswamy density support. Default is y.upper = 1.

vt.start

optional; an initial value for \vartheta_t (to initialize recursions when t < 1). Default is vt.start = NULL, in which case, the recursion assumes that \vartheta_t = g_{22}^{-1}(0), for t < 1. Only relevant if \nu is time-varying and p_2 > 0.

e2.start

optional; an initial value for g_{23}(e_{1t}) (to initialize recursions when t < 1). Default is e2.start = NULL, in which case, the recursion assumes that e_{1t} = g_{23}^{-1}(0), for t < 1. Only relevant if \nu is time-varying and q_2 > 0 or d_2 > 0.


[Package BTSR version 1.0.0 Index]