smooth_ts {cbsREPS}R Documentation

Run forward and backward pass of time series estimation

Description

Calculate a trend line based on a provided model. This function is used in the function: calculate_trend_line_KFAS()

Usage

smooth_ts(fittedmodel)

Arguments

fittedmodel

model values as output of the function estimate.TS.parameters()

Value

A list containing multiple elements; sub-list signalsubconf[, 1] provides the estimated trend line.

Author(s)

Pim Ouwehand, Farley Ishaak


[Package cbsREPS version 0.1.0 Index]